The effects of nonnormality on asymptotic distributions of some likelihood ratio criteria for testing covariance structures under normal assumption (Q2581822): Difference between revisions
From MaRDI portal
Latest revision as of 08:46, 19 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The effects of nonnormality on asymptotic distributions of some likelihood ratio criteria for testing covariance structures under normal assumption |
scientific article |
Statements
The effects of nonnormality on asymptotic distributions of some likelihood ratio criteria for testing covariance structures under normal assumption (English)
0 references
10 January 2006
0 references
fixed alternative
0 references
kurtosis
0 references
local alternatives
0 references
model misspecification with respect to distribution
0 references
nonnormality
0 references
nonnull distribution
0 references
null distribution
0 references
robustness
0 references
testing for covariance structures
0 references
vecs operator
0 references
weighted sum of chi-squared variables
0 references
0 references
0 references
0 references
0 references
0 references
0 references
