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

Filipe Marques (), Carlos Coelho () and Barry Arnold ()

TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2011, vol. 20, issue 1, 180-203

Keywords: Wilks lambda statistic; Independence test; Sphericity test; Generalized Integer Gamma distribution; Generalized Near-Integer Gamma distribution; Mixtures; 62H10; 62E20; 62H05; 62H15 (search for similar items in EconPapers)
Date: 2011
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (8)

Downloads: (external link)
http://hdl.handle.net/10.1007/s11749-010-0193-3 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:testjl:v:20:y:2011:i:1:p:180-203

Ordering information: This journal article can be ordered from
http://www.springer. ... cs/journal/11749/PS2

DOI: 10.1007/s11749-010-0193-3

Access Statistics for this article

TEST: An Official Journal of the Spanish Society of Statistics and Operations Research is currently edited by Alfonso Gordaliza and Ana F. Militino

More articles in TEST: An Official Journal of the Spanish Society of Statistics and Operations Research from Springer, Sociedad de Estadística e Investigación Operativa
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().