Likelihood Ratio Tests and Related Topics in Multivariate Analysis

Zusatztext

This book of selected works exhibits a significant part of Carlos A. Coelhos 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.

Autorenportrait

Barry C. Arnold is a Distinguished Professor Emeritus of Statistics at the University of California, Riverside. He is a fellow of the American Statistical Association, the American Association for the Advancement of Science, and of the Institute of Mathematical Statistics and is an Elected Member of the International Statistical Institute. His research interests include order statistics, record values, inequality measurement and ordering, conditionally specified distributions, multivariate models, and income distributions. Ashis SenGupta is a CSIR (Council of Scientific and Industrial Research) Emeritus Scientist, Ministry of Science and Technology, Government of India, at the Indian Institute of Technology, Kharagpur, India; Adjunct Professor at Augusta University, Georgia, USA; Distinguished Professor at the Middle East Technical University, Turkey; and Advisor/Consultant and former Head and HAG Professor at the Applied Statistics Unit, Indian Statistical Institute, Kolkata, India. He has been a Visiting Professor at several universities worldwide and is the author of over 120 publications, including 14 books and volumes, published by Springer, World Scientific, and Wiley, among others. His research interests include directional statistics, distribution theory, financial statistics, large-scale surveys, multivariate statistical inference, reliability inference, and statistical machine learning. He is an Elected Member of the International Statistical Institute, and a Fellow of the National Academy of Sciences - India, the Indian Society for Probability and Statistics, the International Artificial Intelligence Industry Alliance, and the American Statistical Association. Gratiela Boca is an Associate Professor at the Department of Economics, Faculty of Sciences, Cluj-Napoca University of Technology, Romania. She is the author of 20 books and over 78 journal articles in the fields of quality management, change management, manufacturing process and quality audit. She is involved in several Erasmus projects with Universities from Turkey, Italy, Finland, Germany and Greece, with a focus on transfer of innovation.

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