Near-exact distributions for the likelihood ratio test statistic to test equality of several variance-covariance matrices in elliptically contoured distributions

Computational Statistics

Volumn 27, Issue 4, 2012, Pages 627-659

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

^a UNIVERSIDADE NOVA DE LISBOA   (Portugal)

Author keywords

Asymptotic approximations; Generalized near integer gamma distribution; Mixtures; Product of beta distributions; Sum of gamma distributions

Indexed keywords

EID: 84868346841     PISSN: 09434062     EISSN: 16139658     Source Type: Journal    
DOI: 10.1007/s00180-011-0281-1     Document Type: Article

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