Study of the quality of several asymptotic and near-exact approximations based on moments for the distribution of the Wilks lambda statistic

DOI10.1016/J.JSPI.2006.09.009MaRDI QIDQ880263zbMATH OpenOpenAlexFDO

Authors Rui P. Alberto, Carlos A. Coelho

Publication date 15 May 2007

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2006.09.009

zbMATH Keywords

tablessimulationmixtureslikelihood ratio statisticsmeasure of proximityWilks lambda

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20)

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Cites work

• scientific article; zbMATH DE number 4062374 (Why is no real title available?)
• scientific article; zbMATH DE number 3354425 (Why is no real title available?)
• CERTAIN GENERALIZATIONS IN THE ANALYSIS OF VARIANCE
• On the Independence of k Sets of Normally Distributed Statistical Variables
• TESTS OF SIGNIFICANCE IN MULTIVARIATE ANALYSIS
• 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

(9)

• Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review
• 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
• The exact and near-exact distributions for the Wilks lambda statistic used in the test of independence of two sets of variables
• Near-exact distributions for the generalized Wilks lambda statistic
• Near-exact distributions for the sphericity likelihood ratio test statistic
• Near-exact distributions for the likelihood ratio test statistic to test equality of several variance-covariance matrices in elliptically contoured distributions
• A family of near-exact distributions based on truncations of the exact distribution for the generalized Wilks Lambda statistic
• 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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