Testing the independence of variables for specific covariance structures: A simulation study

DOI10.1002/MMA.9130MaRDI QIDQ6143562

Unnamed Author, Mina Norouzirad, Regina Bispo, Filipe J. Marques

Publication date: 5 January 2024

Published in: Mathematical Methods in the Applied Sciences (Search for Journal in Brave)

zbMATH Keywords

likelihood ratio testschi-square testshigh-dimensional setting

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

Cites Work

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• A general near-exact distribution theory for the most common likelihood ratio test statistics used in multivariate analysis
• Near-exact distributions for the independence and sphericity likelihood ratio test statistics
• Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
• The generalized near-integer Gamma distribution: a basis for `near-exact' approximations to the distribution of statistics which are the product of an odd number of independent Beta random variables
• Methods of Multivariate Analysis
• Testing for complete independence in high dimensions
• An Approximation to the Distribution of the Likelihood Ratio Statistic for Testing Complete Independence
• A test for the complete independence of high-dimensional random vectors
• Testing and Estimation for a Circular Stationary Model
• A GENERAL DISTRIBUTION THEORY FOR A CLASS OF LIKELIHOOD CRITERIA
• Sample Criteria for Testing Equality of Means, Equality of Variances, and Equality of Covariances in a Normal Multivariate Distribution
• Testing simultaneously different covariance block diagonal structures – the multi-sample case

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