Finite form representations for Meijer G and Fox H functions. Applied to multivariate likelihood ratio tests using Mathematica, MAXIMA and R

DOI10.1007/978-3-030-28790-0MaRDI QIDQ2325679zbMATH OpenOpenAlexFDO

Authors Carlos A. Coelho, Barry C. Arnold

Publication date 27 September 2019

Published in Lecture Notes in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-030-28790-0

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to statistics (62-02) Multivariate distribution of statistics (62H10)

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Cited in

(11)

• The distribution of the non-central Wilks statistic in the complex case
• Erlang mixture distribution with application on COVID-19 cases in Egypt
• Computing the exact distribution of a linear combination of generalized logistic random variables and its applications
• On the Distribution of Linear Combinations of Chi-Square Random Variables
• Hypothesis testing in multivariate normal models with block circular covariance structures
• Approximation for the distribution function of non-central complex Wilks statistic
• Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review
• On a spectral density estimator based similarity test for correlated time series
• Extending the Meijer G-function
• When do the moments uniquely identify a distribution
• Testing the hypothesis of a nested block covariance matrix structure with applications to medicine and natural sciences

Describes a project that uses

Uses Software

• Mathematica
• R
• Maxima

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