The Generalized Integer Gamma Distribution--A Basis for Distributions in Multivariate Statistics
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- Filipe Marques & Carlos Coelho, 2013. "Obtaining the exact and near-exact distributions of the likelihood ratio statistic to test circular symmetry through the use of characteristic functions," Computational Statistics, Springer, vol. 28(5), pages 2091-2115, October.
- Das, Sourish & Dey, Dipak K., 2010. "On Bayesian inference for generalized multivariate gamma distribution," Statistics & Probability Letters, Elsevier, vol. 80(19-20), pages 1492-1499, October.
- Carlos Coelho & Filipe Marques, 2012. "Near-exact distributions for the likelihood ratio test statistic to test equality of several variance-covariance matrices in elliptically contoured distributions," Computational Statistics, Springer, vol. 27(4), pages 627-659, December.
- Coelho, Carlos A., 2004. "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," Journal of Multivariate Analysis, Elsevier, vol. 89(2), pages 191-218, May.
- repec:spr:compst:v:32:y:2017:i:4:d:10.1007_s00180-016-0703-1 is not listed on IDEAS
- repec:spr:testjl:v:26:y:2017:i:2:d:10.1007_s11749-016-0512-4 is not listed on IDEAS
- Carlos Coelho & Barry Arnold & Filipe Marques, 2015. "The exact and near-exact distributions of the main likelihood ratio test statistics used in the complex multivariate normal setting," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 24(2), pages 386-416, June.
- Arnold, Barry C. & Coelho, Carlos A. & Marques, Filipe J., 2013. "The distribution of the product of powers of independent uniform random variables — A simple but useful tool to address and better understand the structure of some distributions," Journal of Multivariate Analysis, Elsevier, vol. 113(C), pages 19-36.
- Marques, Filipe J. & Loingeville, Florence, 2016. "Improved near-exact distributions for the product of independent Generalized Gamma random variables," Computational Statistics & Data Analysis, Elsevier, vol. 102(C), pages 55-66.
- Blacher, René, 2003. "Multivariate quadratic forms of random vectors," Journal of Multivariate Analysis, Elsevier, vol. 87(1), pages 2-23, October.
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Keywordsindependent Gamma variables different scale parameters integer shape parameters independent Beta variables Wilks' Lambda likelihood ratio statistic;
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