The simultaneous test of equality and circularity of several covariance matrices
DOI10.1080/15598608.2018.1482806zbMath1426.62171OpenAlexW2807194737WikidataQ129711863 ScholiaQ129711863MaRDI QIDQ2321844
Carlos A. Coelho, Filipe J. Marques
Publication date: 23 August 2019
Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/15598608.2018.1482806
hypothesis testingmixturesgeneralized integer gamma distributiongeneralized near-integer gamma distributionnear-exact approximations
Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A general near-exact distribution theory for the most common likelihood ratio test statistics used in multivariate analysis
- Distribution and percentage points of the likelihood ratio statistic for testing circular symmetry
- The advantage of decomposing elaborate hypotheses on covariance matrices into conditionally independent hypotheses in building near-exact distributions for the test statistics
- Testing equality of covariance matrices when data are incomplete
- 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
- Obtaining the exact and near-exact distributions of the likelihood ratio statistic to test circular symmetry through the use of characteristic functions
- On estimation in hierarchical models with block circular covariance structures
- Near-exact distributions for the likelihood ratio test statistic to test equality of several variance-covariance matrices in elliptically contoured distributions
- The asymptotic expansion of a ratio of gamma functions
- Methods of Multivariate Analysis
- Toeplitz and Circulant Matrices: A Review
- Maximum-likelihood estimates and likelihood-ratio criteria for multivariate elliptically contoured distributions
- Bootstrap Critical Values for Testing Homogeneity of Covariance Matrices
- Saddlepoint approximations for P-values of some tests of covariance matrices
- Applied Multivariate Analysis
- Testing and Estimation for a Circular Stationary Model
- TESTS OF SIGNIFICANCE IN MULTIVARIATE ANALYSIS
- A GENERAL DISTRIBUTION THEORY FOR A CLASS OF LIKELIHOOD CRITERIA
- Sample Criteria for Testing Equality of Means, Equality of Variances, and Equality of Covariances in a Normal Multivariate Distribution
This page was built for publication: The simultaneous test of equality and circularity of several covariance matrices