Near-exact distributions for certain likelihood ratio test statistics

DOI10.1080/15598608.2010.10412014zbMATH Open1420.62233OpenAlexW2043099224MaRDI QIDQ2324136FDOQ2324136

Authors: Carlos A. Coelho, Barry C. Arnold, Filipe J. Marques 

Publication date: 13 September 2019

Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15598608.2010.10412014

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zbMATH Keywords

independence testmixturessphericity testgeneralized near-integer gamma distributionequality of mean vectors testmixtures of gamma distributionstest of equality of covariance matrices

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Hypothesis testing in multivariate analysis (62H15)

Cites Work

• The advantage of decomposing elaborate hypotheses on covariance matrices into conditionally independent hypotheses in building near-exact distributions for the test statistics
• 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
• Near-exact distributions for the independence and sphericity likelihood ratio test statistics
• The asymptotic expansion of a ratio of gamma functions
• Near-exact distributions for certain likelihood ratio test statistics

Cited In (16)

• Near-exact distributions for the likelihood ratio test statistic for testing multisample independence -- the real and complex cases
• Approximations for the likelihood ratio statistic for hypothesis testing between two beta distributions
• Title not available (Why is that?)
• Title not available (Why is that?)
• Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review
• Testing simultaneously different covariance block diagonal structures – the multi-sample case
• Near-exact distributions for the independence and sphericity likelihood ratio test statistics
• Title not available (Why is that?)
• Testing the hypothesis of a doubly exchangeable covariance matrix
• Near-exact distributions for the sphericity likelihood ratio test statistic
• Title not available (Why is that?)
• The exact and near-exact distributions for the Wilks lambda statistic used in the test of independence of two sets of variables
• Statistical tests for the pseudo-Lindley distribution and applications
• Testing the equality of several linear regression models
• Products of ratios of gamma functions -- an application to the distribution of the test statistic for testing the equality of covariance matrices
• Near-exact distributions for certain likelihood ratio test statistics

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