Near-exact distributions for the likelihood ratio test statistic to test equality of several variance-covariance matrices in elliptically contoured distributions

DOI10.1007/s00180-011-0281-1zbMath1304.65024OpenAlexW2004208273MaRDI QIDQ2512752

Carlos A. Coelho, Filipe J. Marques

Publication date: 30 January 2015

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-011-0281-1

zbMATH Keywords

mixturesgeneralized near-integer gamma distributionasymptotic approximationsproduct of beta distributionssum of gamma distributions

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Related Items (17)

The Exact and Near-Exact Distributions for the Statistic Used to Test the Reality of Covariance Matrix in a Complex Normal Distribution ⋮ Products of ratios of gamma functions -- an application to the distribution of the test statistic for testing the equality of covariance matrices ⋮ Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review ⋮ The Block-Matrix Sphericity Test: Exact and Near-Exact Distributions for the Test Statistic ⋮ On generalized Wishart distributions. I: Likelihood ratio test for homogeneity 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 ⋮ 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 ⋮ On the distribution of linear combinations of independent Gumbel random variables ⋮ Testing the hypothesis of a doubly exchangeable covariance matrix ⋮ The distribution of the Liu-type estimator of the biasing parameter in elliptically contoured models ⋮ Near-exact distributions for the likelihood ratio test statistic for testing multisample independence -- the real and complex cases ⋮ The simultaneous test of equality and circularity of several covariance matrices ⋮ Approximations for the likelihood ratio statistic for hypothesis testing between two beta distributions ⋮ Computing the exact distribution of the Bartlett's test statistic by numerical inversion of its characteristic function ⋮ Testing simultaneously different covariance block diagonal structures – the multi-sample case ⋮ The exact and near-exact distributions of the main likelihood ratio test statistics used in the complex multivariate normal setting

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