Higher Order Asymptotic Cumulants of Studentized Estimators in Covariance Structures (Q3625319): Difference between revisions

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+Edgeworth corrected pivotal statistics and the bootstrap
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+Second-order accurate inference on eigenvalues of covariance and correlation matrices
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+Asymptotic expansions for the distributions of some functions of the latent roots of matrices in three situations
+Normal rank
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+Asymptotic expansions for the distributions of the sample roots under nonnormality
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+Asymptotic expansions and bootstrap approximations in factor analysis
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+Unbiased estimation of fourth-order matrix moments
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+A method of simulating multivariate nonnormal distributions by the Pearson distribution system and estimation
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+Asymptotic expansion of the sample correlation coefficient under nonnormality
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+An approximate method for generating asymmetric random variables
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+Q2783518
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+Normal rank