A general near-exact distribution theory for the most common likelihood ratio test statistics used in Multivariate Analysis-Reference-Cited by-同舟云学术

A general near-exact distribution theory for the most common likelihood ratio test statistics used in Multivariate Analysis

Published:2010-05-21 Issue:1 Volume:20 Page:180-203
ISSN:1133-0686
Container-title:TEST
language:en
Short-container-title:TEST

Author:

Marques Filipe J.,Coelho Carlos A.,Arnold Barry C.

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://link.springer.com/content/pdf/10.1007/s11749-010-0193-3.pdf

Reference22 articles.

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

2. 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, pp 201–216

3. 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

4. Aslam S, Rocke DM (2005) A robust testing procedure for the equality of covariance matrices. Comput Stat Data Anal 49:863–874

5. Berry A (1941) The accuracy of the Gaussian approximation to the sum of independent variates. Trans Am Math Soc 49:122–136

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