Near-exact distributions for likelihood ratio statistics used in the simultaneous test of conditions on mean vectors and patterns of covariance matrices

DOI10.1155/2016/8975902zbMath1400.62121OpenAlexW2303019084WikidataQ59140997 ScholiaQ59140997MaRDI QIDQ1793725

Carlos A. Coelho, Filipe J. Marques, Sandra Oliveira

Publication date: 12 October 2018

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2016/8975902

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15)

Related Items (1)

Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review

Cites Work

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• A general near-exact distribution theory for the most common likelihood ratio test statistics used in multivariate analysis
• Covariance hypothesis which are linear in both the covariance and the inverse covariance
• 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
• The asymptotic expansion of a ratio of gamma functions
• A Note on the Asymptotic Expansion of a Ratio of Gamma Functions
• Testing and Estimation for a Circular Stationary Model
• Multivariate Analysis of Variance for a Special Covariance Case
• Sample Criteria for Testing Equality of Means, Equality of Variances, and Equality of Covariances in a Normal Multivariate Distribution

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