Near-exact distributions for the generalized Wilks lambda statistic

DOI10.7151/DMPS.1121MaRDI QIDQ3084955zbMATH OpenOpenAlexFDO

Authors Luís M. Grilo, Carlos A. Coelho

Publication date 25 March 2011

Published in Discussiones Mathematicae Probability and Statistics (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/3cfcdc59bd2ba6bda590bab777f4e457ad9ac697

zbMATH Keywords

characteristic functionindependent Beta random variableslikelihood ratio test statisticproximity measuressum of Gamma random variables

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Asymptotic distribution theory in statistics (62E20) Multivariate distribution of statistics (62H10)

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• On two asymptotic normal distributions for the generalized wilks lambda statistic
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• The multi-sample block-scalar sphericity test: exact and near-exact distributions for its likelihood ratio test statistic
• Study of the quality of several asymptotic and near-exact approximations based on moments for the distribution of the Wilks lambda statistic
• The geometry of the Wilks's random field
• Exact distribution of the generalized Wilks's statistic and applications

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