Likelihood Ratio Tests and Related Topics in Multivariate Analysis Selected Contributions of Carlos A. Coelho /

This book of selected works exhibits a significant part of Carlos A. Coelho’s research activity in multivariate statistics, focusing on topics related to likelihood ratio tests. After two introductory chapters, including a biography and an overview of the contributions and related research, the arti...

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Bibliografiske detaljer
Institution som forfatter: SpringerLink (Online service)
Andre forfattere: Arnold, Barry C. (Editor), SenGupta, Ashis (Editor), Boca, Gratiela (Editor)
Format: Electronisk eBog
Sprog:engelsk
Udgivet: Cham : Springer Nature Switzerland : Imprint: Springer, 2025.
Udgivelse:1st ed. 2025.
Serier:Contributions to Statistics,
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Online adgang:https://doi.org/10.1007/978-3-031-68008-3
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Beskrivelse
Summary:This book of selected works exhibits a significant part of Carlos A. Coelho’s research activity in multivariate statistics, focusing on topics related to likelihood ratio tests. After two introductory chapters, including a biography and an overview of the contributions and related research, the articles are presented in their chronological order of publication, thus also showing the research path followed by the author. The volume shows how likelihood ratio tests useful in multivariate analysis can be developed, and how in most cases exact distributions can be obtained for their statistics in a manageable form. Furthermore, it shows how extremely sharp asymptotic (near-exact) approximations can be found in the remaining cases. Circular distributions are also addressed and, more generally, distributions of products of random variables. The book will be useful for advanced students as well as researchers and practitioners who deal with likelihood ratio tests in multivariate analysis.
Fysisk beskrivelse:1 online resource (VIII, 522 p. 33 illus.). 13 illus. in color.
ISBN:9783031680083
ISSN:2628-8966
DOI:10.1007/978-3-031-68008-3