Exact distribution of the generalized Wilks's statistic and applications

DOI10.1016/j.jmva.2008.01.021zbMath1144.62320OpenAlexW2090092692MaRDI QIDQ943607

Thu Pham Gia

Publication date: 10 September 2008

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2008.01.021

zbMATH Keywords

productregressionratioMeijer functionlinear discriminantmatrix variate beta distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15) Applications of hypergeometric functions (33C90)

Related Items (11)

Bimatrix Variate Beta Type IV Distribution: Relation to Wilks's Statistic and Bimatrix Variate Kummer-Beta Type IV Distribution ⋮ Exact distributions of two non-central generalized Wilks's statistics ⋮ Exact nonnull distribution of Wilks' statistic: The ratio and product of independent components ⋮ Distribution of the product of determinants of noncentral bimatrix beta variates ⋮ Exact expression of the density of the sample generalized variance and applications ⋮ Distributions of powers of the central beta matrix variates and applications ⋮ Testing sphericity using small samples ⋮ Testing the equality of several covariance matrices ⋮ Wishart ratios with dependent structure: New members of the bimatrix beta type IV ⋮ Testing a covariance matrix: exact null distribution of its likelihood criterion ⋮ Exact distribution of the non-central Wilks's statistic of the second kind

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• Exact distributions of Wilks's likelihood ratio criterion
• On the Exact Distributions of Likelihood Ratio Criteria for Testing Independence of Sets of Variates Under the Null Hypothesis
• The Exact Distribution of Wilks' Criterion
• An Alternative Derivation of the Distribution of the Direction and Collinearity Statistics in Discriminant Analysis
• On the Distribution of Wilks' Statistic for Testing the Independence of Several Groups of Variates

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