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  1. No Access

    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...

    Carlos A. Coelho, Barry C. Arnold in Journal of Statistical Theory and Practice (2010)

  2. No Access

    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 ...

    Filipe J. Marques, Carlos A. Coelho, Barry C. Arnold in TEST (2011)

  3. No Access

    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)

  4. No Access

    Chapter

    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...

    Filipe J. Marques, Carlos A. Coelho in Recent Developments in Modeling and Applic… (2013)

  5. No Access

    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)

  6. Article

    Preface for the Special Issue on Distribution Theory, Estimation, and Inference

    Carlos A. Coelho, Filipe J. Marques in Journal of Statistical Theory and Practice (2015)

  7. No Access

    Article

    On the distribution of linear combinations of independent Gumbel random variables

    The distribution of linear combinations of independent Gumbel random variables is of great interest for modeling risk and extremes in the most different areas of application. In this paper we develop near-exac...

    Filipe J. Marques, Carlos A. Coelho, Miguel de Carvalho in Statistics and Computing (2015)

  8. No Access

    Article

    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. ...

    Carlos A. Coelho, Barry C. Arnold, Filipe J. Marques in TEST (2015)

  9. No Access

    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)

  10. No Access

    Chapter

    Gamma-Series Representations for the Sum of Independent Gamma Random Variables and for the Product of Independent Beta Random Variables

    In this work it is shown that using well-known series expansions it is possible to represent a single gamma distribution and also the logarithm of a single beta distribution, as an infinite mixture of gamma di...

    Filipe J. Marques in Recent Studies on Risk Analysis and Statistical Modeling (2018)

  11. No Access

    Article

    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...

    Filipe J. Marques, Frank P. A. Coolen in Journal of Statistical Theory and Practice (2018)

  12. No Access

    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...

    Filipe J. Marques, Carlos A. Coelho in Journal of Statistical Theory and Practice (2018)

  13. No Access

    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, ...

    Frank P. A. Coolen, Filipe J. Marques in Journal of Statistical Theory and Practice (2020)

  14. No Access

    Chapter

    A Note on the Product of Independent Beta Random Variables

    In this work, approximations for the distribution of the product of independent Beta random variables, based on mixtures of generalized Gamma distributions, are proposed. These mixtures are finite, and the par...

    Filipe J. Marques, Indranil Ghosh in Advances in Statistics - Theory and Applic… (2021)

  15. Article

    Open Access

    A decade of urban fires: Portuguese events between 2013 and 2022

    This study describes a dataset containing urban fire events that took place in mainland Portugal between 2013 and 2022. The Regulation n.º3317-A/2018, established by the Portuguese National Emergency and Civil...

    Regina Bispo, Filipe J. Marques, Alexandre Penha, Pedro Espadinha-Cruz in Scientific Data (2023)

  16. Article

    Open Access

    Using spatial point process models, clustering and space partitioning to reconfigure fire stations layout

    Fire stations (FS) are typically non-uniformly distributed across space, and their service area is, in general, defined based on administrative boundaries. Since the location of FS may considerably influence t...

    Regina Bispo, Francisca G. Vieira in International Journal of Data Science and … (2023)

  17. Article

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

    Filipe J. Marques, Carlos A. Coelho, Barry C. Arnold in TEST (2024)