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.2006.09.009zbMATH Open1110.62021OpenAlexW2026527002MaRDI QIDQ880263FDOQ880263

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

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zbMATH Keywords

tablessimulationmixtureslikelihood ratio statisticsmeasure of proximityWilks lambda

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20)

Cites Work

• On the Independence of k Sets of Normally Distributed Statistical Variables
• Title not available (Why is that?)
• Title not available (Why is that?)
• CERTAIN GENERALIZATIONS IN THE ANALYSIS OF VARIANCE
• 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
• TESTS OF SIGNIFICANCE IN MULTIVARIATE ANALYSIS

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 advantage of decomposing elaborate hypotheses on covariance matrices into conditionally independent hypotheses in building near-exact distributions for the test statistics
• 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 to test equality of several variance-covariance matrices in elliptically contoured distributions
• Near-exact distributions for the sphericity 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
• A family of near-exact distributions based on truncations of the exact distribution for the generalized Wilks Lambda statistic

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