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Pré-Publicações/Pre-Prints

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Filters: Author is Carlos A. Coelho [Clear All Filters]

2013

Coelho CA. 2013. The eigenblock and eigenmatrix decomposition of a matrix: its usefulness in Statistics - application to the likelihood ratio test for block-circularity. Preprint. Abstract

Coelho CA, Marques FJ. 2013. Near-exact distributions for the block equicorrelation and equivariance likelihood ratio test statistic. Preprint. Abstract

Coelho CA, Roy A. 2013. Testing of hypothesis of a block compound symmetric covariance matrix. Preprint. Abstract

2012

Marques FJ, Coelho CA, de Carvalho M. 2012. Exact and near-exact distributions of positive linear combinations of independent Gumbel random variables. Preprint. Abstract

Coelho CA, Arnold BC. 2012. Instances of the Meijer G and Fox H functions and the distribution of the product of independent beta random variables with finite representations. Preprint. Abstract

Coelho CA, Alberto RP. 2012. On the distribution of the product of independent beta random variables - applications. Preprint. Abstract

Coelho CA, Arnold BC. 2012. On the exact and near-exact distributions of the product of generalized Gamma random variables and the generalized variance. Preprint. Abstract

2011

Marques FJ, Coelho CA, Marques P. 2011. The block-matrix sphericity test - exact and near-exact distributions for the test statistic. Preprint. Abstract

Coelho CA, Oliveira S, Marques FJ. 2011. Exact and near-exact distributions for the likelihood ratio test statistics used to test for stationarity and circularity in multivariate models. Preprint. Abstract

Marques FJ, Coelho CA. 2011. The exact and near-exact distributions of the likelihood ratio test statistic for testing circular symmetry. Preprint. Abstract

Coelho CA, Marques FJ, Arnold BC. 2011. A general approach to the exact and near-exact distributions of the main likelihood ratio test statistics used in the complex multivariate Normal setting. Preprint. Abstract

Coelho CA, Marques FJ. 2011. The multi-sample block-scalar sphericity test - exact and near-exact distributions for its likelihood ratio test statistic. Preprint. Abstract

2010

Coelho CA, Arnold BC, Marques FJ. 2010. Another look at the exact and near-exact distributions for the most common likelihood ratio test statistics used in multivariate analysis. Preprint. Abstract

Marques FJ, Coelho CA. 2010. The exact and near-exact distributions of the likelihood ratio statistic for the block sphericity test. Preprint. Abstract

2009

Coelho CA, Arnold B, Marques FJ. 2009. The distribution of the product of powers of independent uniform random variables. Preprint. Abstract

Coelho CA, Marques FJ. 2009. Near-exact distributions for the likelihood ratio test statistic for testing equality of several variance-covariance matrices (revisited). Preprint. Abstract

Marques FJ, Coelho CA. 2009. Near-exact distributions for the likelihood ratio test statistic of the multi-sample block-matrix sphericity test. Preprint. Abstract

2008

Marques FJ, Coelho CA, Arnold BC. 2008. A general near-exact distribution theory for the most common likelihood ratio test statstics used in Multivariate Statistics. Preprint. Abstract

Marques FJ, Coelho CA. 2008. O teste de esfericidade para várias amostras Como usar a decomposição da hipótese nula na construção de aproximações quase-exactas para a estatística de teste. Preprint.

2007

Coelho CA, Marques FJ. 2007. The advantage of decomposing elaborate hypotheses on covariance matrices into conditionally independent hypotheses in building near-exact distributions for the test statistics. Preprint.

Coelho CA. 2007. The exact and near-exact distributions of the product of independent Beta random variables whose second parameter is rational. Preprint. Abstract

Coelho CA, Marques FJ. 2007. Near-exact approximations for the likelihood ratio test statistic for testing equality of several variance-covariance matrices. Preprint. Abstract

Coelho CA, Marques FJ. 2007. Near-exact distributions for the independence and sphericity likelihood ratio test statistics. Preprint.

2006

Marques FJ, Coelho CA. 2006. Near-exact distributions for the sphericity likelihood ratio test statistic. Preprint. Abstract

Coelho CA, Mexia JT. 2006. On the exact and near-exact distributions of statistics used in generalized F tests. Preprint. Abstract

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