Saddlepoint approximations for P-values of some tests of covariance matrices

DOI10.1080/00949659508811704zbMath0879.62047OpenAlexW2078590376MaRDI QIDQ4352559

Andrew T. A. Wood, James G. Booth, Snehalata Huzurbazar, Ronald W. Butler

Publication date: 4 September 1997

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949659508811704

zbMATH Keywords

likelihood ratio testDirichlet distributionsaddlepoint approximationsnull distributions

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items

Finite-sample inference with monotone incomplete multivariate normal data. II, Reduced-rank estimation of the difference between two covariance matrices, Products of ratios of gamma functions -- an application to the distribution of the test statistic for testing the equality of covariance matrices, Simulation-assisted saddlepoint approximation, An accurate test for the equality of covariance matrices from decomposable graphical Gaussian models, On the use of saddlepoint approximations in high dimensional inference, Near-exact distributions for the likelihood ratio test statistic to test equality of several variance-covariance matrices in elliptically contoured distributions, The simultaneous test of equality and circularity of several covariance matrices, Laplace approximations for hypergeometric functions with matrix argument

Cites Work

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