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

DOI10.1016/J.AMC.2012.08.059MaRDI QIDQ2018972zbMATH OpenOpenAlexFDO

Authors 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)

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Cites work

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• Exact Percentage Points for Testing Multisample Sphericity in the Bivariate Case
• Maximum-likelihood estimates and likelihood-ratio criteria for multivariate elliptically contoured distributions
• Near-exact distributions for the likelihood ratio test statistic to test equality of several variance-covariance matrices in elliptically contoured distributions
• Near-exact distributions for the sphericity likelihood ratio test statistic
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• Testing of homogeneity of diagonal blocks with blockwise independence
• The Non-Central Multivariate Beta Distribution
• The advantage of decomposing elaborate hypotheses on covariance matrices into conditionally independent hypotheses in building near-exact distributions for the test statistics
• The asymptotic expansion of a ratio of gamma functions
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Cited in

(8)

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

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