The Block-Matrix Sphericity Test: Exact and Near-Exact Distributions for the Test Statistic
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Publication:4644984
DOI10.1007/978-3-642-32419-2_18zbMath1407.62202OpenAlexW148273162MaRDI QIDQ4644984
Paula Marques, Carlos A. Coelho, Filipe J. Marques
Publication date: 9 January 2019
Published in: Recent Developments in Modeling and Applications in Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-642-32419-2_18
Nonparametric hypothesis testing (62G10) Hypothesis testing in multivariate analysis (62H15) Sufficient statistics and fields (62B05)
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- The advantage of decomposing elaborate hypotheses on covariance matrices into conditionally independent hypotheses in building near-exact distributions for the test statistics
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- Near-exact distributions for the likelihood ratio test statistic to test equality of several variance-covariance matrices in elliptically contoured distributions
- Testing of homogeneity of diagonal blocks with blockwise independence
- A GENERAL DISTRIBUTION THEORY FOR A CLASS OF LIKELIHOOD CRITERIA
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