Saddlepoint method for obtaining tail probability of Wilk's likelihood ratio test

DOI10.1016/0047-259X(89)90054-7zbMath0698.62022OpenAlexW1986876649MaRDI QIDQ912516

Wai Kwok Yau, Muni S. Srivastava

Publication date: 1989

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(89)90054-7

zbMATH Keywords

saddlepoint methodmultivariate analysis of varianceWishart distributionsexplicit approximation formulaesmall error degrees of freedomtail probability of Wilks' likelihood ratio criterion

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20)

Related Items (3)

Asymptotic Expansion of the Null Distribution of LR Statistic for Multivariate Linear Hypothesis when the Dimension is Large ⋮ Saddlepoint approximations of the distribution of the person parameter in the two parameter logistic model ⋮ Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review

Cites Work

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• Saddle point approximation for the distribution of the sum of independent random variables
• Some results on the distribution of Wilks's likelihood-ratio criterion
• CERTAIN GENERALIZATIONS IN THE ANALYSIS OF VARIANCE
• Tail Probability Approximations
• On the Independence of k Sets of Normally Distributed Statistical Variables
• Exact distributions of Wilks's likelihood ratio criterion
• On the exact distribution of Wilks's criterion
• On the Distribution of Wilks' Statistic for Testing the Independence of Several Groups of Variates
• A GENERAL DISTRIBUTION THEORY FOR A CLASS OF LIKELIHOOD CRITERIA

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