12 Result(s)
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Article
Correction to: A general near-exact distribution theory for the most common likelihood ratio test statistics used in Multivariate Analysis
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Article
Nonparametric Predictive Inference for Test Reproducibility by Sampling Future Data Orderings
This paper considers nonparametric predictive inference (NPI) for reproducibility of likelihood ratio tests with the test criterion in terms of the sample mean. Given a sample of size n used for the actual test, ...
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Article
The simultaneous test of equality and circularity of several covariance matrices
The equality of covariance matrices test is widely used in many statistical procedures, and recently, matrices with a circular pattern, which are particular cases of the well-known Toeplitz matrices, have been...
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Introducing Nonparametric Predictive Inference Methods for Reproducibility of Likelihood Ratio Tests
This paper introduces the nonparametric predictive inference approach for reproducibility of likelihood ratio tests. The general idea of this approach is outlined for tests between two simple hypotheses, follo...
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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...
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The exact and near-exact distributions of the main likelihood ratio test statistics used in the complex multivariate normal setting
In this paper the authors show how it is possible to establish a common structure for the exact distribution of the main likelihood ratio test (LRT) statistics used in the complex multivariate normal setting. ...
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Article
Preface for the Special Issue on Distribution Theory, Estimation, and Inference
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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...
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The Block-Matrix Sphericity Test: Exact and Near-Exact Distributions for the Test Statistic
In this work near-exact distributions for the likelihood ratio test (l.r.t.) statistic to test the one sample block-matrix sphericity hypothesis are developed under the assumption of multivariate normality. Us...
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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...
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Article
A general near-exact distribution theory for the most common likelihood ratio test statistics used in Multivariate Analysis
In this paper we first show how the exact distributions of the most common likelihood ratio test (l.r.t.) statistics, that is, the ones used to test the independence of several sets of variables, the equality ...
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Article
Near-exact Distributions for Certain Likelihood Ratio Test Statistics
In this paper we will show how, using an expansion of a Logbeta distribution as an infinite mixture of Gamma distributions we are able to obtain near-exact distributions for the negative logarithm of the l.r.t...
