Likelihood Ratio Tests and Related Topics in Multivariate Analysis

Likelihood Ratio Tests and Related Topics in Multivariate Analysis

Selected Contributions of Carlos A. Coelho

SenGupta, Ashis; Boca, Gratiela; Arnold, Barry C.

Springer International Publishing AG

12/2024

470

Dura

9783031680076

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Preface.- Biography of Carlos A. Coelho.- Overview of Carlos A. Coelho's contributions included in the book and related research.- C. A. Coelho: The Generalized Integer Gamma Distribution - a Basis for Distributions in Multivariate Statistics. Journal of Multivariate Analysis.- C. A. Coelho: Addendum to the paper 'The Generalized Integer Gamma Distribution - a Basis for Distributions in Multivariate Analysis'.- C. A. Coelho: The Generalized Near-Integer Gamma distribution - a basis for 'near-exact' approximations to the distributions of statistics which are the product of an odd number of particular independent Beta random variables.- C. A. Coelho: The wrapped Gamma distribution and wrapped sums and linear combinations of independent Gamma and Laplace distributions.- Coelho and J. T. Mexia: On the distribution of the product and ratio of independent generalized Gamma-ratio random variables.- C. A. Coelho and F. J. Marques: The advantage of decomposing elaborate hypotheses on covariance matrices into conditionally independent hypotheses in building near-exact distributions for the test statistics.- C. A. Coelho, B. C. Arnold, and F. J. Marques: Near-exact distributions for certain likelihood ratio test statistics.- F. J. Marques, C. A. Coelho, and B. C. Arnold: A general near-exact distribution theory for the most common likelihood ratio test statistics used in Multivariate Analysis.- B. C. Arnold, C. A. Coelho, and F. J. Marques: The distribution of the product of powers of independent Uniform random variables - a simple but useful tool to address and better understand the structure of some distributions.- C. A. Coelho, F. J. Marques, and B. C. Arnold: The exact and near-exact distributions of the main likelihood ratio test statistics used in the complex multivariate normal setting.- C. A. Coelho and A. Roy: Testing the hypothesis of a doubly exchangeable covariance matrix.- C. A. Coelho: On the Distribution of Linear Combinations of Chi-Square Random Variables.- C. A. Coelho and R. P. Alberto: On the Distribution of the Product of Independent Beta Random Variables - Applications.- C. A. Coelho: Testing equality of mean vectors with block-circular and block compound-symmetric covariance matrices.- C. A. Coelho and J. Pielaszkiewicz: The Likelihood Ratio Test of Equality of Mean Vectors with a Doubly Exchangeable Covariance Matrix.
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Multivariate Analysis;Likelihood Ratio Tests;Near-Exact Distributions;Exact Distributions;Probability Distribution;Independent Beta Random Variables;Independent Gamma Random Variables;Mixtures;Generalized Wilks Lambda;Parametric Inference