{"id":"https://openalex.org/W2004208273","doi":"https://doi.org/10.1007/s00180-011-0281-1","title":"Near-exact distributions for the likelihood ratio test statistic to test equality of several variance-covariance matrices in elliptically contoured distributions","display_name":"Near-exact distributions for the likelihood ratio test statistic to test equality of several variance-covariance matrices in elliptically contoured distributions","publication_year":2011,"publication_date":"2011-10-04","ids":{"openalex":"https://openalex.org/W2004208273","doi":"https://doi.org/10.1007/s00180-011-0281-1","mag":"2004208273"},"language":"en","primary_location":{"id":"doi:10.1007/s00180-011-0281-1","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00180-011-0281-1","pdf_url":null,"source":{"id":"https://openalex.org/S8500805","display_name":"Computational Statistics","issn_l":"0943-4062","issn":["0943-4062","1613-9658"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Computational Statistics","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5036653833","display_name":"Carlos A. Coelho","orcid":"https://orcid.org/0000-0002-5628-0625"},"institutions":[{"id":"https://openalex.org/I83558840","display_name":"Universidade Nova de Lisboa","ror":"https://ror.org/02xankh89","country_code":"PT","type":"education","lineage":["https://openalex.org/I83558840"]}],"countries":["PT"],"is_corresponding":true,"raw_author_name":"Carlos A. Coelho","raw_affiliation_strings":["Departamento de Matem\u00e1tica, Faculdade de Ci\u00eancias e Tecnologia, Universidade Nova de Lisboa, Caparica, Portugal","Universidade Nova De Lisboa#TAB#"],"affiliations":[{"raw_affiliation_string":"Departamento de Matem\u00e1tica, Faculdade de Ci\u00eancias e Tecnologia, Universidade Nova de Lisboa, Caparica, Portugal","institution_ids":["https://openalex.org/I83558840"]},{"raw_affiliation_string":"Universidade Nova De Lisboa#TAB#","institution_ids":["https://openalex.org/I83558840"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5071699951","display_name":"Filipe J. Marques","orcid":"https://orcid.org/0000-0001-6453-6558"},"institutions":[{"id":"https://openalex.org/I83558840","display_name":"Universidade Nova de Lisboa","ror":"https://ror.org/02xankh89","country_code":"PT","type":"education","lineage":["https://openalex.org/I83558840"]}],"countries":["PT"],"is_corresponding":false,"raw_author_name":"Filipe J. Marques","raw_affiliation_strings":["Departamento de Matem\u00e1tica, Faculdade de Ci\u00eancias e Tecnologia, Universidade Nova de Lisboa, Caparica, Portugal","Universidade Nova De Lisboa#TAB#"],"affiliations":[{"raw_affiliation_string":"Departamento de Matem\u00e1tica, Faculdade de Ci\u00eancias e Tecnologia, Universidade Nova de Lisboa, Caparica, Portugal","institution_ids":["https://openalex.org/I83558840"]},{"raw_affiliation_string":"Universidade Nova De Lisboa#TAB#","institution_ids":["https://openalex.org/I83558840"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5036653833"],"corresponding_institution_ids":["https://openalex.org/I83558840"],"apc_list":{"value":2490,"currency":"EUR","value_usd":3090},"apc_paid":null,"fwci":5.7685,"has_fulltext":false,"cited_by_count":32,"citation_normalized_percentile":{"value":0.95870257,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":98},"biblio":{"volume":"27","issue":"4","first_page":"627","last_page":"659"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11901","display_name":"Bayesian Methods and Mixture Models","score":0.9993000030517578,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T11901","display_name":"Bayesian Methods and Mixture Models","score":0.9993000030517578,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10770","display_name":"Soil Geostatistics and Mapping","score":0.9959999918937683,"subfield":{"id":"https://openalex.org/subfields/2305","display_name":"Environmental Engineering"},"field":{"id":"https://openalex.org/fields/23","display_name":"Environmental Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10243","display_name":"Statistical Methods and Bayesian Inference","score":0.992900013923645,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/likelihood-ratio-test","display_name":"Likelihood-ratio test","score":0.7385705709457397},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.7337914109230042},{"id":"https://openalex.org/keywords/test-statistic","display_name":"Test statistic","score":0.683768093585968},{"id":"https://openalex.org/keywords/statistic","display_name":"Statistic","score":0.6638626456260681},{"id":"https://openalex.org/keywords/covariance","display_name":"Covariance","score":0.6373993754386902},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.5335764288902283},{"id":"https://openalex.org/keywords/covariance-matrix","display_name":"Covariance matrix","score":0.5284290909767151},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.487339586019516},{"id":"https://openalex.org/keywords/distribution","display_name":"Distribution (mathematics)","score":0.48642563819885254},{"id":"https://openalex.org/keywords/scan-statistic","display_name":"Scan statistic","score":0.468142569065094},{"id":"https://openalex.org/keywords/variance","display_name":"Variance (accounting)","score":0.46084025502204895},{"id":"https://openalex.org/keywords/pearsons-chi-squared-test","display_name":"Pearson's chi-squared test","score":0.42684227228164673},{"id":"https://openalex.org/keywords/likelihood-principle","display_name":"Likelihood principle","score":0.4257458448410034},{"id":"https://openalex.org/keywords/statistical-hypothesis-testing","display_name":"Statistical hypothesis testing","score":0.3770468533039093},{"id":"https://openalex.org/keywords/likelihood-function","display_name":"Likelihood function","score":0.22971132397651672},{"id":"https://openalex.org/keywords/estimation-theory","display_name":"Estimation theory","score":0.20355722308158875},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.18092897534370422}],"concepts":[{"id":"https://openalex.org/C9483764","wikidata":"https://www.wikidata.org/wiki/Q585740","display_name":"Likelihood-ratio test","level":2,"score":0.7385705709457397},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.7337914109230042},{"id":"https://openalex.org/C169857963","wikidata":"https://www.wikidata.org/wiki/Q1461038","display_name":"Test statistic","level":3,"score":0.683768093585968},{"id":"https://openalex.org/C89128539","wikidata":"https://www.wikidata.org/wiki/Q1949963","display_name":"Statistic","level":2,"score":0.6638626456260681},{"id":"https://openalex.org/C178650346","wikidata":"https://www.wikidata.org/wiki/Q201984","display_name":"Covariance","level":2,"score":0.6373993754386902},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.5335764288902283},{"id":"https://openalex.org/C185142706","wikidata":"https://www.wikidata.org/wiki/Q1134404","display_name":"Covariance matrix","level":2,"score":0.5284290909767151},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.487339586019516},{"id":"https://openalex.org/C110121322","wikidata":"https://www.wikidata.org/wiki/Q865811","display_name":"Distribution (mathematics)","level":2,"score":0.48642563819885254},{"id":"https://openalex.org/C2781302328","wikidata":"https://www.wikidata.org/wiki/Q16967898","display_name":"Scan statistic","level":2,"score":0.468142569065094},{"id":"https://openalex.org/C196083921","wikidata":"https://www.wikidata.org/wiki/Q7915758","display_name":"Variance (accounting)","level":2,"score":0.46084025502204895},{"id":"https://openalex.org/C66924754","wikidata":"https://www.wikidata.org/wiki/Q2336256","display_name":"Pearson's chi-squared test","level":4,"score":0.42684227228164673},{"id":"https://openalex.org/C189559763","wikidata":"https://www.wikidata.org/wiki/Q13200161","display_name":"Likelihood principle","level":5,"score":0.4257458448410034},{"id":"https://openalex.org/C87007009","wikidata":"https://www.wikidata.org/wiki/Q210832","display_name":"Statistical hypothesis testing","level":2,"score":0.3770468533039093},{"id":"https://openalex.org/C89106044","wikidata":"https://www.wikidata.org/wiki/Q45284","display_name":"Likelihood function","level":3,"score":0.22971132397651672},{"id":"https://openalex.org/C167928553","wikidata":"https://www.wikidata.org/wiki/Q1376021","display_name":"Estimation theory","level":2,"score":0.20355722308158875},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.18092897534370422},{"id":"https://openalex.org/C121955636","wikidata":"https://www.wikidata.org/wiki/Q4116214","display_name":"Accounting","level":1,"score":0.0},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.0},{"id":"https://openalex.org/C26359558","wikidata":"https://www.wikidata.org/wiki/Q7269462","display_name":"Quasi-maximum likelihood","level":4,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/s00180-011-0281-1","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00180-011-0281-1","pdf_url":null,"source":{"id":"https://openalex.org/S8500805","display_name":"Computational Statistics","issn_l":"0943-4062","issn":["0943-4062","1613-9658"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Computational Statistics","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:spr:compst:v:27:y:2012:i:4:p:627-659","is_oa":false,"landing_page_url":"http://hdl.handle.net/10.1007/s00180-011-0281-1","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[{"display_name":"Reduced inequalities","score":0.6200000047683716,"id":"https://metadata.un.org/sdg/10"}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":41,"referenced_works":["https://openalex.org/W1964016331","https://openalex.org/W1966901658","https://openalex.org/W1974199589","https://openalex.org/W1986195952","https://openalex.org/W1986202824","https://openalex.org/W1988076422","https://openalex.org/W1988448781","https://openalex.org/W1989372794","https://openalex.org/W2003692821","https://openalex.org/W2004175835","https://openalex.org/W2008543002","https://openalex.org/W2011812408","https://openalex.org/W2020658897","https://openalex.org/W2026527002","https://openalex.org/W2034464674","https://openalex.org/W2034654377","https://openalex.org/W2063698478","https://openalex.org/W2065367645","https://openalex.org/W2071489416","https://openalex.org/W2074525433","https://openalex.org/W2078590376","https://openalex.org/W2083542484","https://openalex.org/W2086763033","https://openalex.org/W2092399481","https://openalex.org/W2094040025","https://openalex.org/W2112711312","https://openalex.org/W2120350343","https://openalex.org/W2123936844","https://openalex.org/W2125327322","https://openalex.org/W2127170893","https://openalex.org/W2144584558","https://openalex.org/W2168917922","https://openalex.org/W2172049256","https://openalex.org/W2326697949","https://openalex.org/W2478049376","https://openalex.org/W4231538119","https://openalex.org/W4255655703","https://openalex.org/W4293005804","https://openalex.org/W4297993111","https://openalex.org/W4302366108","https://openalex.org/W4362230038"],"related_works":["https://openalex.org/W861375911","https://openalex.org/W2062609059","https://openalex.org/W2949076966","https://openalex.org/W2101386648","https://openalex.org/W4299825347","https://openalex.org/W2154254690","https://openalex.org/W2046286565","https://openalex.org/W2651564023","https://openalex.org/W2081491959","https://openalex.org/W3022996618"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":3},{"year":2024,"cited_by_count":2},{"year":2022,"cited_by_count":1},{"year":2020,"cited_by_count":2},{"year":2019,"cited_by_count":5},{"year":2018,"cited_by_count":3},{"year":2017,"cited_by_count":1},{"year":2016,"cited_by_count":2},{"year":2014,"cited_by_count":5},{"year":2013,"cited_by_count":5},{"year":2012,"cited_by_count":2}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
