Obtaining the exact and near-exact distributions of the likelihood ratio statistic to test circular symmetry through the use of characteristic functions

DOI10.1007/S00180-013-0398-5MaRDI QIDQ2259211zbMATH OpenOpenAlexFDO

Authors Filipe J. Marques, Carlos A. Coelho

Publication date 27 February 2015

Published in Computational Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00180-013-0398-5

zbMATH Keywords

asymptotic distributionscircular symmetrygeneralized integer gamma distributiongeneralized near-integer gamma distributionmixturesnear-exact distributions

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

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Cites work

• A GENERAL DISTRIBUTION THEORY FOR A CLASS OF LIKELIHOOD CRITERIA
• Distribution and percentage points of the likelihood ratio statistic for testing circular symmetry
• scientific article; zbMATH DE number 1047757 (Why is no real title available?)
• scientific article; zbMATH DE number 1964693 (Why is no real title available?)
• Near-exact distributions for the independence and sphericity likelihood ratio test statistics
• 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
• Note on the inversion theorem
• Testing and Estimation for a Circular Stationary Model
• The asymptotic expansion of a ratio of gamma functions
• The distribution of the product of powers of independent uniform random variables -- a simple but useful tool to address and better understand the structure of some distributions
• The generalized integer gamma distribution -- a basis for distributions in multivariate statistics
• 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
• Toeplitz and Circulant Matrices: A Review

Cited in

(9)

• Testing the equality of several linear regression models
• The simultaneous test of equality and circularity of several covariance matrices
• Products of ratios of gamma functions -- an application to the distribution of the test statistic for testing the equality of covariance matrices
• A high-dimensional likelihood ratio test for circular symmetric covariance structure
• Testing simultaneously different covariance block diagonal structures -- the multi-sample case
• A test for block circular symmetric covariance structure with divergent dimension
• High-dimensional Edgeworth expansion of LR statistic for testing block circular symmetry covariance structure and its errors
• Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review
• Distribution and percentage points of the likelihood ratio statistic for testing circular symmetry

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