Near-exact distributions for the independence and sphericity likelihood ratio test statistics
type: Item
instance of: scholarly article
title: Near-exact distributions for the independence and sphericity likelihood ratio test statistics
zbMATH Open document ID: 1181.62077
author: Carlos A. Coelho
author: Filipe J. Marques
published in: Journal of Multivariate Analysis
publication date: 2010-02-12T00:00:00Z
Mathematics Subject Classification ID: 62H10
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62H15
Mathematics Subject Classification ID: 62H05
Mathematics Subject Classification ID: 65C60
zbMATH DE Number: 5669338
zbMATH Keywords: Wilks lambda statistic
zbMATH Keywords: independence test
zbMATH Keywords: sphericity test
zbMATH Keywords: generalized near-integer gamma distribution
zbMATH Keywords: mixtures
MaRDI profile type: Publication
full work available at URL: j.jmva.2009.09.012
OpenAlex ID: W2083542484
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cites work: Near-exact distributions for the sphericity likelihood ratio test statistic
cites work: A mixture of Generalized Integer Gamma distributions as the exact distribution of the product of an odd number of independent Beta random variables: applications
cites work: The wrapped gamma distribution and wrapped sums and linear combinations of independent gamma and Laplace distributions
cites work: An Approximation to the Distribution of the Likelihood Ratio Statistic for Testing Complete Independence
cites work: A GENERAL DISTRIBUTION THEORY FOR A CLASS OF LIKELIHOOD CRITERIA
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cites work: Note on the inversion theorem
DOI: 10.1016/J.JMVA.2009.09.012
description: scientific article; zbMATH DE number 5669338