Search Results - subject:"Generalized near-integer gamma distribution"

Obtaining the exact and near-exact distributions of the likelihood ratio statistic to test circular symmetry through the use of characteristic functions

Marques, Filipe; Coelho, Carlos - In: Computational Statistics 28 (2013) 5, pp. 2091-2115

.r.t. statistic which correspond, for the logarithm of the l.r.t. statistic, to a Generalized Near-Integer Gamma distribution or …

Persistent link: https://www.econbiz.de/10010998457

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

Coelho, Carlos; Marques, Filipe - In: Computational Statistics 27 (2012) 4, pp. 627-659

The exact distribution of the likelihood ratio test statistic to test the equality of several variance-covariance matrices has a non-manageable form. On the other hand, the existing asymptotic approximations do not exhibit the necessary precision for many applications. For these reasons, the...

Persistent link: https://www.econbiz.de/10010600754

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

Marques, Filipe; Coelho, Carlos; Arnold, Barry - In: TEST: An Official Journal of the Spanish Society of … 20 (2011) 1, pp. 180-203

Persistent link: https://www.econbiz.de/10009400192