Likelihood Ratio Tests and Related Topics in Multivariate Analysis

Name: Likelihood Ratio Tests and Related Topics in Multivariate Analysis
Brand: SPRINGER VERLAG GMBH
Price: 561.5 AUD
Availability: PreOrder

Selected Contributions of Carlos A. Coelho

By: Barry C. Arnold (Editor), Ashis SenGupta (Editor), Gratiela Boca (Editor)

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Hardcover | 13 June 2025

At a Glance

Hardcover
480 Pages

Dimensions(cm)
23.5 x 15.49

Hardcover

$561.50

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Available: 13th June 2025

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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.

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