We develop an asymptotic likelihood ratio test for multivariate lognormal data with a point mass at zero in each dimension. The test generalizes Wilks' lambda and Hotelling T-test to the case of semicontinuous data. Simulations show that the resulting test statistic attains the nominal Type I error rate and has good power for reasonable alternatives. We conclude with an application to exploration of ecological niches of trees of South Africa.

A MANOVA test for multivariate lognormal observations with a spike at zero, with application to ecological niches of South Africa / Farcomeni, Alessio. - In: BIOMETRICAL JOURNAL. - ISSN 0323-3847. - STAMPA. - 58:2(2016), pp. 320-330. [10.1002/bimj.201400085]

A MANOVA test for multivariate lognormal observations with a spike at zero, with application to ecological niches of South Africa

FARCOMENI, Alessio
2016

Abstract

We develop an asymptotic likelihood ratio test for multivariate lognormal data with a point mass at zero in each dimension. The test generalizes Wilks' lambda and Hotelling T-test to the case of semicontinuous data. Simulations show that the resulting test statistic attains the nominal Type I error rate and has good power for reasonable alternatives. We conclude with an application to exploration of ecological niches of trees of South Africa.
2016
excess zeros; hotelling t-test; likelihood ratio test; wilks’ lambda
01 Pubblicazione su rivista::01a Articolo in rivista
A MANOVA test for multivariate lognormal observations with a spike at zero, with application to ecological niches of South Africa / Farcomeni, Alessio. - In: BIOMETRICAL JOURNAL. - ISSN 0323-3847. - STAMPA. - 58:2(2016), pp. 320-330. [10.1002/bimj.201400085]
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11573/861783
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