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

DOI10.1002/mma.1497zbMath1381.62116MaRDI QIDQ3225041

Carlos A. Coelho, Filipe J. Marques

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

asymptotic distributions; multivariate analysis; mixtures; generalized integer gamma distribution; independence test; sphericity test

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62H15: Hypothesis testing in multivariate analysis

62H05: Characterization and structure theory for multivariate probability distributions; copulas

Related Items

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

Cites Work

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