Maximal Invariants For Lorentz Wishart Models

Emanuel Ben-David

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arXiv · 1109.4699

Maximal Invariants For Lorentz Wishart Models

Emanuel Ben-David

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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.

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Emanuel Ben-David. 2011-09-23. Maximal Invariants For Lorentz Wishart Models. https://arxiv.org/abs/1109.4699

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