Near-exact distributions for the likelihood ratio test statistic to test equality of several variance-covariance matrices in elliptically contoured distributions
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Cites work
- scientific article; zbMATH DE number 3886886 (Why is no real title available?)
- scientific article; zbMATH DE number 3755689 (Why is no real title available?)
- scientific article; zbMATH DE number 139852 (Why is no real title available?)
- scientific article; zbMATH DE number 3561531 (Why is no real title available?)
- A GENERAL DISTRIBUTION THEORY FOR A CLASS OF LIKELIHOOD CRITERIA
- A mixture of Generalized Integer Gamma distributions as the exact distribution of the product of an odd number of independent Beta random variables: applications
- Bayesian Discrimination Between Two Multivariate Normal Populations With Equal Covariance Matrices
- Bootstrap Critical Values for Testing Homogeneity of Covariance Matrices
- CERTAIN GENERALIZATIONS IN THE ANALYSIS OF VARIANCE
- Classification into multivariate normal populations when the population means are linearly restricted
- Development and comparative study of two near-exact approximations to the distribution of the product of an odd number of independent beta random variables
- Distribution of likelihood ratio statistic for testing equality of covariance matrices of multivariate Gaussian models
- Fourier analysis of distribution functions. A mathematical study of the Laplace-Gaussian law
- Maximum-likelihood estimates and likelihood-ratio criteria for multivariate elliptically contoured distributions
- Near-exact distributions for the independence and sphericity likelihood ratio test statistics
- Near-exact distributions for the sphericity likelihood ratio test statistic
- Note on the inversion theorem
- On convergence rates in the central limit theorems for combinatorial structures
- On the distribution of a statistic used for testing a covariance matrix
- Properties of sufficiency and statistical tests
- Robustness of multivariate tests
- Saddlepoint approximations for P-values of some tests of covariance matrices
- Study of the quality of several asymptotic and near-exact approximations based on moments for the distribution of the Wilks lambda statistic
- TESTS OF HYPOTHESES CONCERNING LOCATION AND SCALE PARAMETERS
- Testing equality of covariance matrices when data are incomplete
- The Inversion of the Laplace Integral and the Related Moment Problem
- 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
- Unbiasedness of the likelihood ratio tests for equality of several covariance matrices and equality of several multivariate normal populations
Cited in
(24)- Invariance properties of the likelihood ratio for covariance matrix estimation in some complex elliptically contoured distributions
- 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
- The Exact and Near-Exact Distributions for the Statistic Used to Test the Reality of Covariance Matrix in a Complex Normal Distribution
- Approximations for the likelihood ratio statistic for hypothesis testing between two beta distributions
- A necessary test of fit of specific elliptical distributions based on an estimator of Song's measure
- The distribution of the Liu-type estimator of the biasing parameter in elliptically contoured models
- Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review
- Computing the exact distribution of the Bartlett's test statistic by numerical inversion of its characteristic function
- The advantage of decomposing elaborate hypotheses on covariance matrices into conditionally independent hypotheses in building near-exact distributions for the test statistics
- The multi-sample block-scalar sphericity test: exact and near-exact distributions for its likelihood ratio test statistic
- On generalized Wishart distributions. I: Likelihood ratio test for homogeneity of covariance matrices
- Near-exact distributions for the likelihood ratio test statistic of the multi-sample block-matrix sphericity test
- Testing the hypothesis of a doubly exchangeable covariance matrix
- On the distribution of linear combinations of independent Gumbel random variables
- Testing simultaneously different covariance block diagonal structures -- the multi-sample case
- Near-exact distributions for likelihood ratio statistics used in the simultaneous test of conditions on mean vectors and patterns of covariance matrices
- Many-sample tests for the equality and the proportionality hypotheses between large covariance matrices
- The simultaneous test of equality and circularity of several covariance matrices
- The Block-Matrix Sphericity Test: Exact and Near-Exact Distributions for the Test Statistic
- 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
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