![](/images/graphics-bg.png)
Near-Exact Distributions for Likelihood Ratio Statistics Used in the Simultaneous Test of Conditions on Mean Vectors and Patterns of Covariance Matrices
المؤلفون المشاركون
Coelho, Carlos A.
Marques, Filipe J.
Oliveira, Sandra
المصدر
Mathematical Problems in Engineering
العدد
المجلد 2016، العدد 2016 (31 ديسمبر/كانون الأول 2016)، ص ص. 1-25، 25ص.
الناشر
Hindawi Publishing Corporation
تاريخ النشر
2016-03-24
دولة النشر
مصر
عدد الصفحات
25
التخصصات الرئيسية
الملخص EN
The authors address likelihood ratio statistics used to test simultaneously conditions on mean vectors and patterns on covariance matrices.
Tests for conditions on mean vectors, assuming or not a given structure for the covariance matrix, are quite common, since they may be easily implemented.
But, on the other hand, the practical use of simultaneous tests for conditions on the mean vectors and a given pattern for the covariance matrix is usually hindered by the nonmanageability of the expressions for their exact distribution functions.
The authors show the importance of being able to adequately factorize the c.f.
of the logarithm of likelihood ratio statistics in order to obtain sharp and highly manageable near-exact distributions, or even the exact distribution in a highly manageable form.
The tests considered are the simultaneous tests of equality or nullity of means and circularity, compound symmetry, or sphericity of the covariance matrix.
Numerical studies show the high accuracy of the near-exact distributions and their adequacy for cases with very small samples and/or large number of variables.
The exact and near-exact quantiles computed show how the common chi-square asymptotic approximation is highly inadequate for situations with small samples or large number of variables.
نمط استشهاد جمعية علماء النفس الأمريكية (APA)
Coelho, Carlos A.& Marques, Filipe J.& Oliveira, Sandra. 2016. Near-Exact Distributions for Likelihood Ratio Statistics Used in the Simultaneous Test of Conditions on Mean Vectors and Patterns of Covariance Matrices. Mathematical Problems in Engineering،Vol. 2016, no. 2016, pp.1-25.
https://search.emarefa.net/detail/BIM-1112789
نمط استشهاد الجمعية الأمريكية للغات الحديثة (MLA)
Coelho, Carlos A.…[et al.]. Near-Exact Distributions for Likelihood Ratio Statistics Used in the Simultaneous Test of Conditions on Mean Vectors and Patterns of Covariance Matrices. Mathematical Problems in Engineering No. 2016 (2016), pp.1-25.
https://search.emarefa.net/detail/BIM-1112789
نمط استشهاد الجمعية الطبية الأمريكية (AMA)
Coelho, Carlos A.& Marques, Filipe J.& Oliveira, Sandra. Near-Exact Distributions for Likelihood Ratio Statistics Used in the Simultaneous Test of Conditions on Mean Vectors and Patterns of Covariance Matrices. Mathematical Problems in Engineering. 2016. Vol. 2016, no. 2016, pp.1-25.
https://search.emarefa.net/detail/BIM-1112789
نوع البيانات
مقالات
لغة النص
الإنجليزية
الملاحظات
Includes bibliographical references
رقم السجل
BIM-1112789
قاعدة معامل التأثير والاستشهادات المرجعية العربي "ارسيف Arcif"
أضخم قاعدة بيانات عربية للاستشهادات المرجعية للمجلات العلمية المحكمة الصادرة في العالم العربي
![](/images/ebook-kashef.png)
تقوم هذه الخدمة بالتحقق من التشابه أو الانتحال في الأبحاث والمقالات العلمية والأطروحات الجامعية والكتب والأبحاث باللغة العربية، وتحديد درجة التشابه أو أصالة الأعمال البحثية وحماية ملكيتها الفكرية. تعرف اكثر
![](/images/kashef-image.png)