Invariant Tests and Likelihood Ratio Tests for Multivariate Elliptically Contoured Distributions

Mapping Intimacies ◽

10.21236/ada155844 ◽

1985 ◽

Author(s):

T. W. Anderson ◽

H. Hsu

Keyword(s):

Likelihood Ratio ◽

Likelihood Ratio Tests ◽

Elliptically Contoured Distributions ◽

Elliptically Contoured

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Maximum Likelihood Estimators and Likelihood Ratio Criteria for Multivariate Elliptically Contoured Distributions

10.21236/ada120909 ◽

1982 ◽

Cited By ~ 8

Author(s):

T. W. Anderson ◽

Kai-Tai Fang

Keyword(s):

Maximum Likelihood ◽

Likelihood Ratio ◽

Maximum Likelihood Estimators ◽

Elliptically Contoured Distributions ◽

Elliptically Contoured

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Maximum-likelihood estimates and likelihood-ratio criteria for multivariate elliptically contoured distributions

Canadian Journal of Statistics ◽

10.2307/3315036 ◽

1986 ◽

Vol 14 (1) ◽

pp. 55-59 ◽

Cited By ~ 66

Author(s):

T. W. Anderson ◽

Huang Hsu ◽

Kai-Tai Fang

Keyword(s):

Maximum Likelihood ◽

Likelihood Ratio ◽

Maximum Likelihood Estimates ◽

Elliptically Contoured Distributions ◽

Elliptically Contoured

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Near-exact distributions for the likelihood ratio test statistic to test equality of several variance-covariance matrices in elliptically contoured distributions

Computational Statistics ◽

10.1007/s00180-011-0281-1 ◽

2011 ◽

Vol 27 (4) ◽

pp. 627-659 ◽

Cited By ~ 19

Author(s):

Carlos A. Coelho ◽

Filipe J. Marques

Keyword(s):

Likelihood Ratio ◽

Likelihood Ratio Test ◽

Covariance Matrices ◽

Likelihood Ratio Test Statistic ◽

Ratio Test ◽

Test Statistic ◽

Elliptically Contoured Distributions ◽

Exact Distributions ◽

Elliptically Contoured

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Invariance properties of the likelihood ratio for covariance matrix estimation in some complex elliptically contoured distributions

Journal of Multivariate Analysis ◽

10.1016/j.jmva.2013.10.024 ◽

2014 ◽

Vol 124 ◽

pp. 237-246 ◽

Cited By ~ 1

Author(s):

Olivier Besson ◽

Yuri I. Abramovich

Keyword(s):

Covariance Matrix ◽

Likelihood Ratio ◽

Covariance Matrix Estimation ◽

Matrix Estimation ◽

Elliptically Contoured Distributions ◽

Invariance Properties ◽

Elliptically Contoured

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Some Likelihood Ratio Tests When a Normal Covariance Matrix Has Certain Reducible Linear Structures

Communications in Statistics - Simulation and Computation ◽

10.1080/03610917508548472 ◽

1975 ◽

Vol 4 (6) ◽

pp. 537-554

Author(s):

G. S. Rogers ◽

D. L. Young

Keyword(s):

Covariance Matrix ◽

Likelihood Ratio ◽

Likelihood Ratio Tests ◽

Linear Structures

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Nonparametric Bootstrap for Quasi-Likelihood Ratio Tests

SSRN Electronic Journal ◽

10.2139/ssrn.1921326 ◽

2011 ◽

Author(s):

Lorenzo Camponovo

Keyword(s):

Likelihood Ratio ◽

Likelihood Ratio Tests ◽

Nonparametric Bootstrap

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Asymptotic Refinements of a Fully Nonparametric Bootstrap for Quasi-Likelihood Ratio Tests of Extremum Estimators

SSRN Electronic Journal ◽

10.2139/ssrn.2442389 ◽

2014 ◽

Author(s):

Lorenzo Camponovo

Keyword(s):

Likelihood Ratio ◽

Likelihood Ratio Tests ◽

Nonparametric Bootstrap

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Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending

Econometric Reviews ◽

10.1080/07474938.2018.1528416 ◽

2019 ◽

Vol 38 (8) ◽

pp. 881-898

Author(s):

Josep Lluís Carrion-i-Silvestre ◽

Dukpa Kim

Keyword(s):

Likelihood Ratio ◽

Likelihood Ratio Tests

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Characterizations of Complete Classes of Tests of Some Multiparametric Hypotheses, with Applications to Likelihood Ratio Tests

The Annals of Mathematical Statistics ◽

10.1214/aoms/1177728590 ◽

1955 ◽

Vol 26 (1) ◽

pp. 21-36 ◽

Cited By ~ 34

Author(s):

Allan Birnbaum

Keyword(s):

Likelihood Ratio ◽

Likelihood Ratio Tests

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A comparison of likelihood ratio tests and Rao's score test for three separable covariance matrix structures

Biometrical Journal ◽

10.1002/bimj.201600044 ◽

2016 ◽

Vol 59 (1) ◽

pp. 192-215 ◽

Cited By ~ 7

Author(s):

Katarzyna Filipiak ◽

Daniel Klein ◽

Anuradha Roy

Keyword(s):

Covariance Matrix ◽

Likelihood Ratio ◽

Score Test ◽

Likelihood Ratio Tests ◽

Rao's Score Test

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