The advantage of decomposing elaborate hypotheses on covariance matrices into conditionally independent hypotheses in building near-exact distributions for the test statistics

Linear Algebra and Its Applications

Volumn 430, Issue 10, 2009, Pages 2592-2606

  Coelho, Carlos A ^a   Marques, Filipe J ^a  

^a UNIVERSIDADE NOVA DE LISBOA   (Portugal)

Author keywords

Conditionally independent hypotheses; Generalized near integer Gamma distribution; Generalized sphericity tests; Likelihood ratio test statistics; Mixtures; Near exact distributions

Indexed keywords

COVARIANCE MATRIX; DECOMPOSITION; DISTRIBUTION FUNCTIONS; MAXIMUM LIKELIHOOD ESTIMATION; STATISTICS; TESTING;

CONDITIONALLY INDEPENDENT HYPOTHESES; GENERALIZED NEAR-INTEGER GAMMA DISTRIBUTION; GENERALIZED SPHERICITY TESTS; LIKELIHOOD RATIO TEST STATISTICS; NEAR-EXACT DISTRIBUTIONS;

STATISTICAL TESTS;

EID: 62749177988     PISSN: 00243795     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.laa.2008.07.003     Document Type: Article

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