Near-exact distributions for certain likelihood ratio test statistics

DOI10.1080/15598608.2010.10412014MaRDI QIDQ2324136zbMATH OpenOpenAlexFDO

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

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)

Recommendations

• A general near-exact distribution theory for the most common likelihood ratio test statistics used in multivariate analysis
• Near-exact distributions for the independence and sphericity likelihood ratio test statistics
• The exact and near-exact distributions of the main likelihood ratio test statistics used in the complex multivariate normal setting
• 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 likelihood ratio test statistic for testing multisample independence -- the real and complex cases

Cites work

• Near-exact distributions for certain likelihood ratio test statistics
• 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 asymptotic expansion of a ratio of gamma functions
• 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

Cited in

(21)

• Near-exact distributions for the likelihood ratio test statistic for testing multisample independence -- the real and complex cases
• The exact and near-exact distributions of the main likelihood ratio test statistics used in the complex multivariate normal setting
• A general near-exact distribution theory for the most common likelihood ratio test statistics used in multivariate analysis
• Approximations for the likelihood ratio statistic for hypothesis testing between two beta distributions
• scientific article; zbMATH DE number 45841 (Why is no real title available?)
• scientific article; zbMATH DE number 4052781 (Why is no real title available?)
• Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review
• Near-exact distributions for the independence and sphericity likelihood ratio test statistics
• scientific article; zbMATH DE number 5127277 (Why is no real title available?)
• Testing the hypothesis of a doubly exchangeable covariance matrix
• Testing simultaneously different covariance block diagonal structures -- the multi-sample case
• 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
• Near-exact distributions for likelihood ratio statistics used in the simultaneous test of conditions on mean vectors and patterns of covariance matrices
• scientific article; zbMATH DE number 2052895 (Why is no real title available?)
• 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
• Obtaining the exact and near-exact distributions of the likelihood ratio statistic to test circular symmetry through the use of characteristic functions
• Near-exact distributions for certain likelihood ratio test statistics

This page was built for publication: Near-exact distributions for certain likelihood ratio test statistics

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2324136)