On the family of multivariate chi-square copulas
نویسندگان
چکیده
منابع مشابه
On the Multivariate Asymptotic Distribution of Sequential Chi-square Statistics
The multivariate asymptotic distribution of sequential Chi-square test statistics is investigated. It is shown that: (a) when sequential Chi-square statistics are calculated for nested models on the same data, the statistics have an asymptotic intercorrelation which may be expressed in closed form, and which is, in many cases, quite high; and (b) sequential Chi-square difference tests are asymp...
متن کاملComputing and approximating multivariate chi-square probabilities
We consider computational methods for evaluating and approximating multivariate chisquare probabilities in cases where the pertaining correlation matrix or blocks thereof have a low-factorial representation. To this end, techniques from matrix factorization and probability theory are applied. We outline a variety of statistical applications of multivariate chi-square distributions and provide a...
متن کاملOn Some Central and Non - Central Multivariate Chi - Square Distributions
Let R be a non-singular m-factorial correlation matrix, i.e. R = D + AA0 with a diagonal matrixD > 0 and a not necessarily de nite matrix AA0 of the minimal possible rank m. From an expression for the general non-central multivariate distribution function with the accompanying correlation matrix R some simpler cases are derived: The p-variate central -distribution with q degrees of freedom is g...
متن کاملOn the multi _ chi-square tests and their data complexity
Chi-square tests are generally used for distinguishing purposes; however when they are combined to simultaneously test several independent variables, extra notation is required. In this study, the chi-square statistics in some previous works is revealed to be computed half of its real value. Therefore, the notion of Multi _ Chi-square tests is formulated to avoid possible future confusions. In ...
متن کاملNon-Central Multivariate Chi-Square and Gamma Distributions
A 1 ( ) p -variate integral representation is given for the cumulative distribution function of the general p variate non-central gamma distribution with a non-centrality matrix of any admissible rank. The real part of products of well known analytical functions is integrated over arguments from ( , ). To facilitate the computation, these formulas are given more detailed for 3. p Furthe...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2016
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2016.07.007