The authors show how working on thecharacteristicfunction of the negative logarithm of the likelihood ratio test statistic to test that in a multivariate normal model the means in the mean vector are all equal and the covariance matrix is circular, it is possible to obtain its exact distribution in a closed finite form. This distribution is a Generalized Integer Gamma distribution.
|Title of host publication||AIP Conference Proceedings|
|Publication status||Published - 1 Jan 2013|
|Event||ICNAAM 2013: 11TH INTERNATIONAL CONFERENCE OF NUMERICAL ANALYSIS AND APPLIED MATHEMATICS - |
Duration: 1 Jan 2013 → …
|Conference||ICNAAM 2013: 11TH INTERNATIONAL CONFERENCE OF NUMERICAL ANALYSIS AND APPLIED MATHEMATICS|
|Period||1/01/13 → …|
Marques, F. J. G. P., & Coelho, C. M. A. (2013). The exact distribution of the likelihood ratio test statistic used to test simultaneously the equality of means and circularity of the covariance matrix. In AIP Conference Proceedings (Vol. 1558, pp. 789-792) https://doi.org/10.1063/1.4825613