Maximal Invariants For Lorentz Wishart Models
Statistics Theory
2011-09-26 v2 Statistics Theory
Abstract
In this paper we consider two statistical hypotheses for the families of Wishart type distributions. These distributions are analogs of the Wishart distributions defined and parametrized over a Lorentz cone. We test these hypotheses by means of maximal invariant statistics which are explicitly derived in the paper. The testing problems, respectively, concern the hypothesis that parameters are in a sub-Lorentz-cone, and the the hypothesis that two observations have the same parameter.
Keywords
Cite
@article{arxiv.1109.4699,
title = {Maximal Invariants For Lorentz Wishart Models},
author = {Emanuel Ben-David},
journal= {arXiv preprint arXiv:1109.4699},
year = {2011}
}
Comments
14 pages