The multi‐sample block‐matrix sphericity test and its particular cases have wide applications in several areas. However, the practical implementation of this test has been hindered by difficulties in handling the exact distribution of the associated statistic and the non‐availability in the literature of asymptotic distributions. We use a decomposition of the null hypothesis into three null hypotheses to obtain very well‐fit and highly manageable near‐exact distributions for the likelihood ratio test statistic of this test and its particular cases. These distributions will allow for the easy computation of well‐fit near‐exact quantiles and p‐values.
|Title of host publication||AIP Conference Proceedings|
|Publication status||Published - 1 Jan 2011|
|Event||ICNAAM 2011 Numerical Analysis and Applied Mathematic - |
Duration: 1 Jan 2011 → …
|Conference||ICNAAM 2011 Numerical Analysis and Applied Mathematic|
|Period||1/01/11 → …|