A general near-exact distribution theory for the most common likelihood ratio test statistics used in Multivariate Analysis [PDF]
Wilks lambda statistic, Independence test, Sphericity test, Generalized Integer Gamma distribution, Generalized Near-Integer Gamma distribution, Mixtures, 62H10, 62E20, 62H05, 62H15,
Carlos Coelho +2 more
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FBST Regularization and Model Selection [PDF]
, 2001 We show how the Full Bayesian Significance Test (FBST) can be used as a model selection criterion. The FBST was presented by Pereira and Stern as a coherent Bayesian significance test.
Stern, Julio Michael +1 more
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Test for Independence of the Variables with Missing Elements in One and the Same Column of the Empirical Correlation Matrix [PDF]
, 2008 2000 Mathematics Subject Classification: 62H15, 62H12.We consider variables with joint multivariate normal distribution and suppose that the sample correlation matrix has missing elements, located in one and the same column.
Veleva, Evelina
core
A New Approach For Testing Symmetry Of A High-Dimensional Distribution* [PDF]
, 2007 . Testing symmetry of a univariate distribution has been received much attention. Aki (1993) proposed a test for symmetry in high-dimensional space and investigated its asymptotic behavior.
Li-Xing Zhu Kai-Tai +2 more
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A note on Srivastava and Hui's tests of multivariate normality [PDF]
The aim of the paper is to point out some imprecision in Srivastava and Hui's tests for multivariate normality.
Tarasinska, Joanna, Hanusz, Zofia
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Exact distribution of the generalized Wilks's statistic and applications [PDF]
We establish the exact expression of the density of Wilks's statistic [Lambda](n,p,q), and also those of the densities of the product and ratio of two independent such statistics, in terms of Meijer functions, and provide applications with numerical ...
Pham-Gia, T.
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A t-distribution Plot to Detect Non-multinormality [PDF]
, 2007 Based on the univariate t-statistic from an invariant representation of multivariate data, we propose a new quantile-quantile (Q-Q) plot to detect nonmultinormality in high-dimensional data analysis.
Jia-Juan Liang, Peter M. Bentler
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A test for the mean vector with fewer observations than the dimension under non-normality [PDF]
In this article, we consider the problem of testing that the mean vector in the model , where are random p-vectors, and zij are independently and identically distributed with finite four moments, ; that is need not be normally distributed.
Srivastava, Muni S.
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Exact inference on contrasts in means of intraclass correlation models with missing responses [PDF]
Intraclass correlation models with missing data at random are considered. With a properly reduced model, a general method, which allows repeated observations with missing data in a non-monotone pattern, is proposed to construct exact test statistics and ...
Wu, Mi-Xia, Liu, Aiyi, Yu, Kai F.
core
Testing Multivariate Uniformity and Its Applications [PDF]
, 2007 Some new statistics are proposed to test the uniformity of random samples in the multidimensional unit cube [0; 1] d (d 2). These statistics are derived from the number-theoretic methods or quasi-Monte Carlo methods for measuring discrepancy of points
Run-ze Li +3 more
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