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A general near-exact distribution theory for the most common likelihood ratio test statistics used in Multivariate Analysis

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  • Filipe Marques

    ()

  • Carlos Coelho

    ()

  • Barry Arnold

    ()

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    Abstract

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    File URL: http://hdl.handle.net/10.1007/s11749-010-0193-3
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    Bibliographic Info

    Article provided by Springer in its journal TEST.

    Volume (Year): 20 (2011)
    Issue (Month): 1 (May)
    Pages: 180-203

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    Handle: RePEc:spr:testjl:v:20:y:2011:i:1:p:180-203

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    Related research

    Keywords: Wilks lambda statistic; Independence test; Sphericity test; Generalized Integer Gamma distribution; Generalized Near-Integer Gamma distribution; Mixtures; 62H10; 62E20; 62H05; 62H15;

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    1. Aslam, Shagufta & Rocke, David M., 2005. "A robust testing procedure for the equality of covariance matrices," Computational Statistics & Data Analysis, Elsevier, vol. 49(3), pages 863-874, June.
    2. Coelho, Carlos A. & Marques, Filipe J., 2010. "Near-exact distributions for the independence and sphericity likelihood ratio test statistics," Journal of Multivariate Analysis, Elsevier, vol. 101(3), pages 583-593, March.
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    Cited by:
    1. Christian Ritz, 2013. "Penalized likelihood ratio tests for repeated measurement models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 22(3), pages 534-547, September.

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