Near-exact distributions for the likelihood ratio test statistic of the multi-sample block-matrix sphericity test

DOI10.1016/J.AMC.2012.08.059zbMATH Open1309.62101OpenAlexW2012637446MaRDI QIDQ2018972FDOQ2018972

Filipe J. Marques, Carlos A. Coelho

Publication date: 26 March 2015

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2012.08.059

zbMATH Keywords

mixturesasymptotic distributionsnear-exact distributionsmulti-sample block-matrix sphericity test

Mathematics Subject Classification ID

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

Cites Work

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• Near-exact distributions for the sphericity likelihood ratio test statistic
• A general near-exact distribution theory for the most common likelihood ratio test statistics used in multivariate analysis
• A mixture of Generalized Integer Gamma distributions as the exact distribution of the product of an odd number of independent Beta random variables: applications
• The asymptotic expansion of a ratio of gamma functions
• Development and comparative study of two near-exact approximations to the distribution of the product of an odd number of independent beta random variables
• The Non-Central Multivariate Beta Distribution
• On Multivariate Normal Probabilities of Rectangles: Their Dependence on Correlations
• Near-exact distributions for the likelihood ratio test statistic to test equality of several variance-covariance matrices in elliptically contoured distributions
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• On the Resolution of Statistical Hypotheses
• Testing block sphericity of a covariance matrix
• Testing of homogeneity of diagonal blocks with blockwise independence
• Exact Percentage Points for Testing Multisample Sphericity in the Bivariate Case
• The block sphericity test-exact and near-exact distributions for the likelihood ratio statistic

Cited In (5)

• Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review
• Testing the hypothesis of a doubly exchangeable covariance matrix
• Near-exact distributions for the sphericity likelihood ratio test statistic
• The Block-Matrix Sphericity Test: Exact and Near-Exact Distributions for the Test Statistic
• F-tests for Hypotheses with Block Matrices and Under Conditions of Orthogonality in the General Multivariate Gauss-Markoff Model

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