A general near-exact distribution theory for the most common likelihood ratio test statistics used in Multivariate Analysis
Year of publication: |
2011
|
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Authors: | Marques, Filipe ; Coelho, Carlos ; Arnold, Barry |
Published in: |
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. - Springer. - Vol. 20.2011, 1, p. 180-203
|
Publisher: |
Springer |
Subject: | Wilks lambda statistic | Independence test | Sphericity test | Generalized Integer Gamma distribution | Generalized Near-Integer Gamma distribution | Mixtures |
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