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

DOI10.1002/MMA.1497MaRDI QIDQ3225041zbMATH OpenOpenAlexFDO

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

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)

Recommendations

• The Block-Matrix Sphericity Test: Exact and Near-Exact Distributions for the Test Statistic
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Cites work

• scientific article; zbMATH DE number 3829067 (Why is no real title available?)
• scientific article; zbMATH DE number 3755689 (Why is no real title available?)
• scientific article; zbMATH DE number 147171 (Why is no real title available?)
• A GENERAL DISTRIBUTION THEORY FOR A CLASS OF LIKELIHOOD CRITERIA
• A general near-exact distribution theory for the most common likelihood ratio test statistics used in multivariate analysis
• Distribution of LRC for testing sphericity of a complex multivariate Gaussian model
• Maximum-likelihood estimates and likelihood-ratio criteria for multivariate elliptically contoured distributions
• Near-exact distributions for the independence and sphericity likelihood ratio test statistics
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• Robustness of multivariate tests
• The advantage of decomposing elaborate hypotheses on covariance matrices into conditionally independent hypotheses in building near-exact distributions for the test statistics
• 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

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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