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

Author:

Coelho Carlos A.,Marques Filipe J.

Publisher

Springer Science and Business Media LLC

Subject

Computational Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Reference36 articles.

1. Alberto RP, Coelho CA (2007) Study of the quality of several asymptotic and near-exact approximations based on moments for the distribution of the Wilks lambda statistic. J Stat Plan Inference 137: 1612–1626

2. Andersen H, Larsen S, Spliid H, Christensen ND (1999) Multivariate statistical analysis of organ weighs in toxicity studies. Toxicology 136: 67–77

3. Anderson TW (2003) An introduction to multivariate statistical analysis, 3rd edn. Wiley, New York

4. Anderson TW, Fang K-T, Hsu H (1986) Maximum-likelihood estimates and likelihood-ratio criteria for multivariate elliptically contoured distributions. Can J Stat 14: 55–59

5. Anderson TW, Fang K-T (1990) Inference in multivariate elliptically contoured distributions based on maximum likelihood. In: Fang K-T, Anderson TW (eds) Statistical inference in elliptically contoured and related distributions. Allerton Press, NY, pp 201–216

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