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

MaRDI QIDQ4584939zbMATH OpenFDO

Authors Bárbara R. Correia, Carlos A. Coelho, Filipe J. Marques

Publication date 5 September 2018

Full work available at URL https://www.ine.pt/revstat/pdf/REVSTAT_v16-n3-6.pdf

zbMATH Keywords

equality of matrices testgeneralized integer gamma distributiongeneralized nearinteger gamma distributionindependence testmixtures of distributionsnear-exact distributions

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10) Exact distribution theory in statistics (62E15) Asymptotic distribution theory in statistics (62E20) Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15)

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• Asymptotic normality and moderate deviation principle for high-dimensional likelihood ratio statistic on block compound symmetry covariance structure
• Testing simultaneously different covariance block diagonal structures -- the multi-sample case
• Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review

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