A general near-exact distribution theory for the most common likelihood ratio test statistics used in Multivariate Analysis
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References listed on IDEAS
- 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.
- 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.
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- 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.
- 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.
- 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;Sociedad de Estadística e Investigación Operativa, vol. 22(3), pages 534-547, September.
More about this item
KeywordsWilks lambda statistic; Independence test; Sphericity test; Generalized Integer Gamma distribution; Generalized Near-Integer Gamma distribution; Mixtures; 62H10; 62E20; 62H05; 62H15;
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