A general near-exact distribution theory for the most common likelihood ratio test statistics used in multivariate analysis

DOI10.1007/s11749-010-0193-3zbMath1331.62268OpenAlexW2112944886MaRDI QIDQ261476

Filipe J. Marques, Carlos A. Coelho, Barry C. Arnold

Publication date: 23 March 2016

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-010-0193-3

zbMATH Keywords

mixturesgeneralized integer gamma distributiongeneralized near-integer Gamma distributionindependence testsphericity testWilks lambda statistic

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (20)

The Exact and Near-Exact Distributions for the Statistic Used to Test the Reality of Covariance Matrix in a Complex Normal Distribution ⋮ Improved near-exact distributions for the product of independent generalized Gamma random variables ⋮ Penalized likelihood ratio tests for repeated measurement models ⋮ The block sphericity test-exact and near-exact distributions for the likelihood ratio statistic ⋮ Testing the independence of variables for specific covariance structures: A simulation study ⋮ Testing the equality of several linear regression models ⋮ 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 ⋮ 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 ⋮ Near-exact distributions for likelihood ratio statistics used in the simultaneous test of conditions on mean vectors and patterns of covariance matrices ⋮ On the distribution of linear combinations of independent Gumbel random variables ⋮ Testing the hypothesis of a doubly exchangeable covariance matrix ⋮ The advantage of decomposing elaborate hypotheses on covariance matrices into conditionally independent hypotheses in building near-exact distributions for the test statistics ⋮ On the distribution of the likelihood ratio test of independence for random sample size -- a computational approach ⋮ 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 ⋮ 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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