Near-exact distributions for the likelihood ratio test statistic to test equality of several variance-covariance matrices in elliptically contoured distributions

2011 ◽  
Vol 27 (4) ◽  
pp. 627-659 ◽  
Author(s):  
Carlos A. Coelho ◽  
Filipe J. Marques
Keyword(s):  
Likelihood Ratio ◽  
Likelihood Ratio Test ◽  
Covariance Matrices ◽  
Likelihood Ratio Test Statistic ◽  
Ratio Test ◽  
Test Statistic ◽  
Elliptically Contoured Distributions ◽  
Exact Distributions ◽  
Elliptically Contoured
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