Near-exact distributions for the likelihood ratio test statistic for testing multisample independence -- the real and complex cases

DOI10.1080/15598608.2014.915157zbMath1425.62077OpenAlexW2047826771MaRDI QIDQ2320932

Filipe J. Marques, Carlos A. Coelho

Publication date: 28 August 2019

Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15598608.2014.915157

zbMATH Keywords

mixturesgeneralized near-integer gamma distributionmultivariate complex normal distributionequality of covariance matrices testindependence of several groups of variables test

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Applications of statistics in engineering and industry; control charts (62P30)

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