Near-exact distributions for the likelihood ratio test statistic of the multi-sample block-matrix sphericity test

DOI10.1016/j.amc.2012.08.059zbMath1309.62101OpenAlexW2012637446MaRDI QIDQ2018972

Filipe J. Marques, Carlos A. Coelho

Publication date: 26 March 2015

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2012.08.059

zbMATH Keywords

asymptotic distributionsmixturesnear-exact distributionsmulti-sample block-matrix sphericity test

Mathematics Subject Classification ID

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

Related Items (2)

Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review ⋮ Testing the hypothesis of a doubly exchangeable covariance matrix

Cites Work

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