Near-exact distributions for certain likelihood ratio test statistics

DOI10.1080/15598608.2010.10412014zbMath1420.62233OpenAlexW2043099224MaRDI QIDQ2324136

Carlos A. Coelho, Filipe J. Marques, Barry C. Arnold

Publication date: 13 September 2019

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

Full work available at URL: https://doi.org/10.1080/15598608.2010.10412014

zbMATH Keywords

mixturesgeneralized near-integer gamma distributionindependence testsphericity testequality of mean vectors testmixtures of gamma distributionstest of equality of covariance matrices

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)

Related Items (8)

Products of ratios of gamma functions -- an application to the distribution of the test statistic for testing the equality of covariance matrices ⋮ Testing the equality of several linear regression models ⋮ 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 ⋮ Near-exact distributions for the likelihood ratio test statistic for testing multisample independence -- the real and complex cases ⋮ Approximations for the likelihood ratio statistic for hypothesis testing between two beta distributions ⋮ Near-exact distributions for certain likelihood ratio test statistics ⋮ Testing simultaneously different covariance block diagonal structures – the multi-sample case

Cites Work

• 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 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
• Near-exact distributions for certain likelihood ratio test statistics
• The asymptotic expansion of a ratio of gamma functions

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