The multi-sample block-matrix sphericity test

Research output: Chapter in Book/Report/Conference proceedingConference contribution

2 Citations (Scopus)

Abstract

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.
Original languageUnknown
Title of host publicationAIP Conference Proceedings
Pages1479-1482
Volume1389
DOIs
Publication statusPublished - 1 Jan 2011
EventICNAAM 2011 Numerical Analysis and Applied Mathematic -
Duration: 1 Jan 2011 → …

Conference

ConferenceICNAAM 2011 Numerical Analysis and Applied Mathematic
Period1/01/11 → …

Cite this