Near-exact distributions for the independence and sphericity likelihood ratio test statistics
نویسندگان
چکیده
منابع مشابه
Near-exact distributions for the independence and sphericity likelihood ratio test statistics
In this paper we will show how a suitably developed decomposition of the characteristic function of the logarithm of the likelihood ratio test statistic to test independence in a set of variates may be used to obtain extremely wellt near-exact distributions both for this test statistic as well as for the likelihood ratio test statistic for sphericity, based on a decomposition of this latter tes...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2010
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2009.09.012