Near-exact distributions for the likelihood ratio test statistic to test equality of several variance-covariance matrices in elliptically contoured distributions.
Carlos A. CoelhoFilipe J. MarquesPublished in: Comput. Stat. (2012)
Keyphrases
- test statistic
- likelihood ratio
- covariance matrices
- hypothesis testing
- covariance matrix
- random variables
- large deviations
- distribution free
- maximum likelihood
- statistical tests
- null hypothesis
- normal distribution
- vector space
- distance measure
- gaussian distribution
- probability distribution
- decision trees
- kullback leibler divergence
- heavy tailed
- sample size
- class labels