The Block-Matrix Sphericity Test: Exact and Near-Exact Distributions for the Test Statistic

DOI10.1007/978-3-642-32419-2_18MaRDI QIDQ4644984zbMATH OpenOpenAlexFDO

Authors Filipe J. Marques, Carlos A. Coelho, Paula 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

zbMATH Keywords

block-matrix sphericity testBox type asymptotic approximationlikelihood ratio test

Mathematics Subject Classification ID

Sufficient statistics and fields (62B05) Nonparametric hypothesis testing (62G10) Hypothesis testing in multivariate analysis (62H15)

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Cites work

• A GENERAL DISTRIBUTION THEORY FOR A CLASS OF LIKELIHOOD CRITERIA
• A general near-exact distribution theory for the most common likelihood ratio test statistics used in multivariate analysis
• scientific article; zbMATH DE number 1964693 (Why is no real title available?)
• Near-exact distributions for the likelihood ratio test statistic to test equality of several variance-covariance matrices in elliptically contoured distributions
• Testing block sphericity of a covariance matrix
• Testing of homogeneity of diagonal blocks with blockwise independence
• The advantage of decomposing elaborate hypotheses on covariance matrices into conditionally independent hypotheses in building near-exact distributions for the test statistics
• 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)

• The advantage of decomposing elaborate hypotheses on covariance matrices into conditionally independent hypotheses in building near-exact distributions for the test statistics
• Near-exact distributions for the likelihood ratio test statistic of the multi-sample block-matrix sphericity test
• F-tests for Hypotheses with Block Matrices and Under Conditions of Orthogonality in the General Multivariate Gauss-Markoff Model
• The block sphericity test --- exact and near-exact distributions for the likelihood ratio statistic
• scientific article; zbMATH DE number 147171 (Why is no real title available?)
• 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
• The multi-sample block-scalar sphericity test: exact and near-exact distributions for its likelihood ratio test statistic
• Block-diagonal test for high-dimensional covariance matrices
• Near-exact distributions for the independence and sphericity likelihood ratio test statistics

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