Likelihood Ratio Test for the Hyper-Block Matrix Sphericity Covariance Structure: Characterization of the Exact Distribution and Development of Near-Exact …

BR Correia, CA Coelho, FJ Marques - REVSTAT-Statistical Journal, 2018 - revstat.ine.pt
In this paper the authors introduce the hyper-block matrix sphericity test which is a
generalization of both the block-matrix and the block-scalar sphericity tests and as such also …

[图书][B] Finite form representations for Meijer G and fox H functions

CA Coelho, BC Arnold - 2019 - Springer
Meijer G and Fox H functions are extraordinary tools to represent distributions of random
variables and statistics, in particular when these statistics have the same distribution as that …

The multi-sample block-scalar sphericity test: exact and near-exact distributions for its likelihood ratio test statistic

CA Coelho, FJ Marques - Communications in Statistics-Theory and …, 2013 - Taylor & Francis
In this article the authors show how by adequately decomposing the null hypothesis of the
multi-sample block-scalar sphericity test it is possible to obtain the likelihood ratio test …

On the Distribution of the Product of Independent Beta Random Variables—Applications

CA Coelho, RP Alberto - Advances in Statistics-Theory and Applications …, 2021 - Springer
A first approach, based on recently obtained asymptotic expansions of ratios of gamma
functions, enables the obtention of the distribution of the product of independent and …

Near-exact distributions for the likelihood ratio test statistic of the multi-sample block-matrix sphericity test

FJ Marques, CA Coelho - Applied Mathematics and Computation, 2012 - Elsevier
The multi-sample block-matrix sphericity test and its particular cases have wide applications
in different areas of research, as for example to test the error structure in several multivariate …

Approximate Finite Forms for the Cases Not Covered by the Finite Representation Approach

CA Coelho, BC Arnold, CA Coelho… - … for Meijer G and Fox H …, 2019 - Springer
In this chapter the authors set the guidelines to approach cases not covered by the finite
form representations studied in the book, give new Mellin inversion formulas for both the pdf …

[PDF][PDF] LIKELIHOOD RATIO TEST FOR THE HYPER-BLOCK MATRIX SPHERICITY COVARIANCE

BR Correia, CA Coelho, FJ Marques - ine.pt
In this paper the authors introduce the hyper-block matrix sphericity test which is a
generalization of both the block-matrix and the block-scalar sphericity tests and as such also …

Near-Exact Distributions–Needing Them and Building Them

CA Coelho - Gaudium Sciendi, 2012 - revistas.ucp.pt
As distribuições quase-exactas são distribuições assimptóticas construídas sobre uma
abordagem diferente no que diz respeito ao princípio e à técnica da aproximação da …

[引用][C] Likelihood ratio test for the hyper-block matrix sphericity covariance structure–characterization of the exact distribution and development of near-exact …

BR Correiaa, CA Coelhoa, FJ Marquesa