TY - GEN

T1 - The exact distribution of the likelihood ratio test statistic used to test simultaneously the equality of means and circularity of the covariance matrix

AU - Marques, Filipe José Gonçalves Pereira

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 os autores quiseram 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 de documento para "article in proceeding" porque estas publicações são categorizadas desta forma na WoS e na Scopus. Por favor confirme 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 - 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.

AB - 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.

KW - Characteristic function

KW - Product of independent Betarandom variables

KW - Generalized Integer Gamma distribution

KW - Sum of independent Logbeta random variables.

KW - Circular covariance matrix

U2 - 10.1063/1.4825613

DO - 10.1063/1.4825613

M3 - Conference contribution

VL - 1558

SP - 789

EP - 792

BT - AIP Conference Proceedings

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

Y2 - 1 January 2013

ER -