Testing the hypothesis of a doubly exchangeable covariance matrix

DOI10.1007/s00184-019-00724-7zbMath1435.62198OpenAlexW2955776832WikidataQ127552419 ScholiaQ127552419MaRDI QIDQ2303032

Carlos A. Coelho, Anuradha Roy

Publication date: 28 February 2020

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-019-00724-7

zbMATH Keywords

characteristic functionmixturesproduct distributionnear-exact distributionscomposition of hypothesesdistribution of likelihood ratio statistics

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Exact distribution theory in statistics (62E15) Characteristic functions; other transforms (60E10) Characterization and structure theory of statistical distributions (62E10)

Related Items (2)

Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review ⋮ Self similar compound symmetry covariance structure

Cites Work

• A general near-exact distribution theory for the most common likelihood ratio test statistics used in multivariate analysis
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