TY - GEN

T1 - Near-exact distributions for the likelihood ratio statistic used to test the reality of a covariance matrix

AU - Coelho, Carlos Manuel Agra

N1 - O tipo de publicação ("publication type") deve estar errado! Parece tratar-se de artigo de "proceedings" de conferência (http://scitation.aip.org/content/aip/proceeding/aipcp/1558), mas o autor quis manter o tipo.
Scopus: não foi possível confirmar.
WoS: não se encontra (possivelmente ainda) indexado. Outros volumes estão indexados (e classificados como "proceedings paper").
Salima Rehemtula:
Alterei o tipo da publicação para "article in proceeding", pois este tipo de artigos são categorizados como tal na WoS e na Scopus. Por favor verifique em: http://www.unl.pt/pt/investigacao/Pesquisa_API_Scopus/pid=397/ppid=35/
Sem PDF conforme Despacho.

PY - 2013/1/1

Y1 - 2013/1/1

N2 - In a first stage the authors show how the exact distribution of the likelihood ratio statistic used to test the reality of a covariance matrix may be expressed as the distribution of the sum of two independent random variables, one with a Generalized Integer Gamma distribution and the other with the distribution of a sum of independent Logbeta random variables. From this form of the exact distribution the authors develop then a family of near-exact distributions, based on finite mixtures of Generalized Near-Integer Gamma distributions. These near-exact distributions match, by construction, some of the first exact moments and they have very manageable cumulative distribution functions, which allow for an easy computation of sharp near-exact quantiles and p-values.

AB - In a first stage the authors show how the exact distribution of the likelihood ratio statistic used to test the reality of a covariance matrix may be expressed as the distribution of the sum of two independent random variables, one with a Generalized Integer Gamma distribution and the other with the distribution of a sum of independent Logbeta random variables. From this form of the exact distribution the authors develop then a family of near-exact distributions, based on finite mixtures of Generalized Near-Integer Gamma distributions. These near-exact distributions match, by construction, some of the first exact moments and they have very manageable cumulative distribution functions, which allow for an easy computation of sharp near-exact quantiles and p-values.

KW - Complex Wishart distribution

KW - Beta distribution

KW - Characteristic function

KW - Complex Normal distribution

KW - Mixtures

KW - Generalized Near-IntegerGamma distribution

U2 - 10.1063/1.4825615

DO - 10.1063/1.4825615

M3 - Conference contribution

VL - 1558

SP - 797

EP - 800

BT - AIP Conference Proceedings

T2 - ICNAAM 2013: 11TH INTERNATIONAL CONFERENCE OF NUMERICAL ANALYSIS AND APPLIED MATHEMATICS

Y2 - 1 January 2013

ER -