Near-exact distributions for certain likelihood ratio test statistics
DOI10.1080/15598608.2010.10412014zbMath1420.62233OpenAlexW2043099224MaRDI QIDQ2324136
Carlos A. Coelho, Filipe J. Marques, Barry C. Arnold
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
mixturesgeneralized near-integer gamma distributionindependence testsphericity testequality of mean vectors testmixtures of gamma distributionstest of equality of covariance matrices
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 (8)
Cites Work
- Near-exact distributions for the independence and sphericity likelihood ratio test statistics
- 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 certain likelihood ratio test statistics
- The asymptotic expansion of a ratio of gamma functions
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