Testing for double complete symmetry

Carlos A. Coelho; Martin Singull

doi:10.1007/978-3-030-56773-6_2

Testing for double complete symmetry

Carlos A. Coelho, Martin Singull

Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review

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Abstract

In this paper the authors take an approach over the likelihood ratio test for double complete symmetry, which enables a particularly simple implementation of the test as well as a particularly adequate way towards obtaining very sharp approximations for the exact distribution of the test statistic. Numerical studies show the very good performance of the near-exact distributions derived, namely their very good performance for very small sample sizes and their asymptotic behavior for increasing numbers of variables involved.

Original language	English
Title of host publication	Recent Developments in Multivariate and Random Matrix Analysis
Editors	Thomas Holgersson, Martin Singull
Place of Publication	Cham
Publisher	Springer
Pages	17-39
ISBN (Electronic)	978-3-030-56773-6
ISBN (Print)	978-3-030-56772-9
DOIs	https://doi.org/10.1007/978-3-030-56773-6_2
Publication status	Published - 18 Sept 2020

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10.1007/978-3-030-56773-6_2

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title = "Testing for double complete symmetry",

abstract = "In this paper the authors take an approach over the likelihood ratio test for double complete symmetry, which enables a particularly simple implementation of the test as well as a particularly adequate way towards obtaining very sharp approximations for the exact distribution of the test statistic. Numerical studies show the very good performance of the near-exact distributions derived, namely their very good performance for very small sample sizes and their asymptotic behavior for increasing numbers of variables involved.",

author = "Coelho, {Carlos A.} and Martin Singull",

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AB - In this paper the authors take an approach over the likelihood ratio test for double complete symmetry, which enables a particularly simple implementation of the test as well as a particularly adequate way towards obtaining very sharp approximations for the exact distribution of the test statistic. Numerical studies show the very good performance of the near-exact distributions derived, namely their very good performance for very small sample sizes and their asymptotic behavior for increasing numbers of variables involved.

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BT - Recent Developments in Multivariate and Random Matrix Analysis

A2 - Holgersson, Thomas

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Testing for double complete symmetry

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