Near-exact distributions for the sphericity likelihood ratio test statistic

DOI10.1016/j.jspi.2007.01.002zbMath1138.62033OpenAlexW1988448781MaRDI QIDQ2475753

Carlos A. Coelho, Filipe J. Marques

Publication date: 11 March 2008

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2007.01.002

zbMATH Keywords

tablescharacteristic functionsmixturesgeneralized near-integer gamma distributionsphericity test

Mathematics Subject Classification ID

Related Items (13)

Near-exact distributions for the independence and sphericity likelihood ratio test statistics ⋮ The block sphericity test-exact and near-exact distributions for the likelihood ratio statistic ⋮ Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review ⋮ Testing sphericity using small samples ⋮ Obtaining the exact and near-exact distributions of the likelihood ratio statistic to test circular symmetry through the use of characteristic functions ⋮ The Multi-Sample Block-Scalar Sphericity Test: Exact and Near-Exact Distributions for Its Likelihood Ratio Test Statistic ⋮ Near-exact distributions for the likelihood ratio test statistic of the multi-sample block-matrix sphericity test ⋮ DOA estimator performance assessment in the pre-asymptotic domain using the likelihood principle ⋮ Near-exact distributions for the likelihood ratio test statistic to test equality of several variance-covariance matrices in elliptically contoured distributions ⋮ On the distribution of linear combinations of independent Gumbel random variables ⋮ The advantage of decomposing elaborate hypotheses on covariance matrices into conditionally independent hypotheses in building near-exact distributions for the test statistics ⋮ Testing simultaneously different covariance block diagonal structures – the multi-sample case ⋮ A general near-exact distribution theory for the most common likelihood ratio test statistics used in multivariate analysis

Cites Work

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• A mixture of Generalized Integer Gamma distributions as the exact distribution of the product of an odd number of independent Beta random variables: applications
• A GENERAL DISTRIBUTION THEORY FOR A CLASS OF LIKELIHOOD CRITERIA

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