Asymptotic expansions of the distributions of the chi-square statistic based on the asymptotically distribution-free theory in covariance structures (Q2388957): Difference between revisions

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English	Asymptotic expansions of the distributions of the chi-square statistic based on the asymptotically distribution-free theory in covariance structures	scientific article

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instance of

scholarly article

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title

Asymptotic expansions of the distributions of the chi-square statistic based on the asymptotically distribution-free theory in covariance structures (English)

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author

Haruhiko Ogasawara

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published in

Journal of Statistical Planning and Inference

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publication date

22 July 2009

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zbMATH Keywords

ADF

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chi-square statistic

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covariance structure analysis

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Edgeworth expansion

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Bartlett correction

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asymptotic cumulants

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MaRDI profile type

Publication

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full work available at URL

https://doi.org/10.1016/j.jspi.2009.03.006

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cites work

Some contributions to efficient statistics in structural models: Specification and estimation of moment structures

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Q4742153

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Asymptotically distribution‐free methods for the analysis of covariance structures

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Multivariate regression models for panel data

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Q4360236

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Q5812587

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Unbiased estimation of fourth-order matrix moments

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Asymptotic expansion of the sample correlation coefficient under nonnormality

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Higher-order approximations to the distributions of fit indexes under fixed alternatives in structural equation models

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Asymptotic expansions of the distributions of estimators in canonical correlation analysis under nonnormality

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Higher Order Asymptotic Cumulants of Studentized Estimators in Covariance Structures

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Asymptotic expansions of the distributions of the chi-square statistic based on the asymptotically distribution-free theory in covariance structures

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A class of tests for a general covariance structure

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Asymptotic expansion of the null distribution of the modified normal likelihood ratio criterion for testing \(\Sigma=\Sigma_0\) under nonnormality

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The effects of nonnormality on asymptotic distributions of some likelihood ratio criteria for testing covariance structures under normal assumption

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Normal theory likelihood ratio statistic for mean and covariance structure analysis under alternative hypotheses

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Identifiers

zbMATH Open document ID

1168.62014

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Mathematics Subject Classification ID

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10.1016/J.JSPI.2009.03.006

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Sitelinks

Mathematics(1 entry)

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+Some contributions to efficient statistics in structural models: Specification and estimation of moment structures
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+Q4742153
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@@ Property / cites work @@
+Asymptotically distribution‐free methods for the analysis of covariance structures
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+Multivariate regression models for panel data
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+Normal rank
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+Q4360236
@@ Property / cites work: Q4360236 / rank @@
+Normal rank
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+Q5812587
@@ Property / cites work: Q5812587 / rank @@
+Normal rank
@@ Property / cites work @@
+Unbiased estimation of fourth-order matrix moments
+Normal rank
@@ Property / cites work @@
+Asymptotic expansion of the sample correlation coefficient under nonnormality
+Normal rank
@@ Property / cites work @@
+Higher-order approximations to the distributions of fit indexes under fixed alternatives in structural equation models
+Normal rank
@@ Property / cites work @@
+Asymptotic expansions of the distributions of estimators in canonical correlation analysis under nonnormality
+Normal rank
@@ Property / cites work @@
+Higher Order Asymptotic Cumulants of Studentized Estimators in Covariance Structures
+Normal rank
@@ Property / cites work @@
+Asymptotic expansions of the distributions of the chi-square statistic based on the asymptotically distribution-free theory in covariance structures
+Normal rank
@@ Property / cites work @@
+A class of tests for a general covariance structure
+Normal rank
@@ Property / cites work @@
+Asymptotic expansion of the null distribution of the modified normal likelihood ratio criterion for testing \(\Sigma=\Sigma_0\) under nonnormality
+Normal rank
@@ Property / cites work @@
+The effects of nonnormality on asymptotic distributions of some likelihood ratio criteria for testing covariance structures under normal assumption
+Normal rank
@@ Property / cites work @@
+Normal theory likelihood ratio statistic for mean and covariance structure analysis under alternative hypotheses
+Normal rank
@@ Property / DOI @@
+.1016/J.JSPI.2009.03.006
@@ Property / DOI: 10.1016/J.JSPI.2009.03.006 / rank @@
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