The effects of nonnormality on asymptotic distributions of some likelihood ratio criteria for testing covariance structures under normal assumption (Q2581822): Difference between revisions
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Revision as of 07:39, 5 March 2024
scientific article
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English | The effects of nonnormality on asymptotic distributions of some likelihood ratio criteria for testing covariance structures under normal assumption |
scientific article |
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The effects of nonnormality on asymptotic distributions of some likelihood ratio criteria for testing covariance structures under normal assumption (English)
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10 January 2006
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fixed alternative
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kurtosis
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local alternatives
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model misspecification with respect to distribution
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nonnormality
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nonnull distribution
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null distribution
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robustness
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testing for covariance structures
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vecs operator
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weighted sum of chi-squared variables
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