Study of the quality of several asymptotic and near-exact approximations based on moments for the distribution of the Wilks lambda statistic
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Publication:880263
DOI10.1016/j.jspi.2006.09.009zbMath1110.62021OpenAlexW2026527002MaRDI QIDQ880263
Carlos A. Coelho, Rui P. Alberto
Publication date: 15 May 2007
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2006.09.009
Related Items (7)
Near-exact distributions for the independence and sphericity likelihood ratio test statistics ⋮ Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review ⋮ Near-exact distributions for the sphericity likelihood ratio test statistic ⋮ The Multi-Sample Block-Scalar Sphericity Test: Exact and Near-Exact Distributions for Its Likelihood Ratio Test Statistic ⋮ Near-exact distributions for the likelihood ratio test statistic to test equality of several variance-covariance matrices in elliptically contoured distributions ⋮ The advantage of decomposing elaborate hypotheses on covariance matrices into conditionally independent hypotheses in building near-exact distributions for the test statistics ⋮ The Exact and Near-Exact Distributions for the Wilks Lambda Statistic Used in the Test of Independence of Two Sets of Variables
Cites Work
- 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
- CERTAIN GENERALIZATIONS IN THE ANALYSIS OF VARIANCE
- On the Independence of k Sets of Normally Distributed Statistical Variables
- TESTS OF SIGNIFICANCE IN MULTIVARIATE ANALYSIS
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