The block sphericity test --- exact and near-exact distributions for the likelihood ratio statistic

DOI10.1002/MMA.1497zbMATH Open1381.62116OpenAlexW1979632570MaRDI QIDQ3225041FDOQ3225041

Authors: Filipe J. Marques, Carlos A. Coelho 

Publication date: 13 March 2012

Published in: Mathematical Methods in the Applied Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/mma.1497

Recommendations

• 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 the independence and sphericity likelihood ratio test statistics
• Near-exact distributions for the sphericity likelihood ratio test statistic

zbMATH Keywords

independence testmixturesmultivariate analysisasymptotic distributionsgeneralized integer gamma distributionsphericity test

Mathematics Subject Classification ID

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

Cites Work

• Maximum-likelihood estimates and likelihood-ratio criteria for multivariate elliptically contoured distributions
• A GENERAL DISTRIBUTION THEORY FOR A CLASS OF LIKELIHOOD CRITERIA
• The advantage of decomposing elaborate hypotheses on covariance matrices into conditionally independent hypotheses in building near-exact distributions for the test statistics
• Robustness of multivariate tests
• 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
• Near-exact distributions for the sphericity likelihood ratio test statistic
• A general near-exact distribution theory for the most common likelihood ratio test statistics used in multivariate analysis
• Title not available (Why is that?)
• Near-exact distributions for the independence and sphericity likelihood ratio test statistics
• Distribution of LRC for testing sphericity of a complex multivariate Gaussian model
• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (7)

• Near-exact distributions for the independence and sphericity likelihood ratio test statistics
• The multi-sample block-scalar sphericity test: exact and near-exact distributions for its likelihood ratio test statistic
• Likelihood ratio test for the hyper-block matrix sphericity covariance structure -- characterization of the exact distribution and development of near-exact distributions for the test statistic
• Near-exact distributions for the likelihood ratio test statistic of the multi-sample block-matrix sphericity test
• Near-exact distributions for the sphericity likelihood ratio test statistic
• The Block-Matrix Sphericity Test: Exact and Near-Exact Distributions for the Test Statistic
• Obtaining the exact and near-exact distributions of the likelihood ratio statistic to test circular symmetry through the use of characteristic functions

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