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within Filipe J. Marques Remove this filter English Remove this filter Economic Theory/Quantitative Economics/Mathematical Methods Remove this filter Probability Theory and Stochastic Processes Remove this filter Statistics, general Remove this filter

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    Article

    Testing the equality of several linear regression models

    The linear regression models are widely used in different research fields, and often there is the need to analyze if there are similarities between two or more different linear models or to verify if a given r...

    Filipe J. Marques, Carlos A. Coelho, Paulo C. Rodrigues in Computational Statistics (2017)

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    Article

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

    In this paper the authors show how through the use of the characteristic function of the negative logarithm of the likelihood ratio test (l.r.t.) statistic to test circular symmetry it is possible to obtain hi...

    Filipe J. Marques, Carlos A. Coelho in Computational Statistics (2013)

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    Article

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

    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 d...

    Carlos A. Coelho, Filipe J. Marques in Computational Statistics (2012)