Asymptotic expansions of the distributions of some test statistics

zbMath0577.62049MaRDI QIDQ1065479

Takesi Hayakawa, Madan Lal Puri

Publication date: 1985

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

asymptotic expansionsmultivariate normal distributionRao statisticsmodified Wald statisticpower comparisonshypothesis about the covariance matrixtesting simple hypothesis

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

Related Items (16)

Unnamed Item ⋮ Asymptotic efficiency of some nonparametric tests for location on hyperspheres ⋮ On the second order local comparison between perturbed maximum likelihood estimators and Rao's statistic as test statistics ⋮ Asymptotic expansions of the distributions of some test statistics for Gaussian ARMA processes ⋮ The local power of the gradient test ⋮ A modified likelihood ratio test for the mean direction in the von mises distribution ⋮ A note on the local power of the LR, Wald, score and gradient tests ⋮ Unnamed Item ⋮ Inference for spherical location under high concentration ⋮ Bartlett-corrected tests for heteroskedastic linear models ⋮ Asymptotic expansions of the distributions of some test statistics in generalized linear models ⋮ On tests for the mean direction of the Langevin distribution ⋮ Higher‐order asymptotics under model misspecification ⋮ Nonnull asymptotic distributions of the LR, Wald, score and gradient statistics in generalized linear models with dispersion covariates ⋮ Third-order asymptotic properties of a class of test statistics under a local alternative ⋮ On the corrections to the Wald test of nonlinear restrictions

Cites Work

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• Asymptotic nonnull distributions of certain test criteria for a covariance matrix
• Asymptotic non-null distributions of the likelihood ratio criteria for covariance matrix under local alternatives
• On some test criteria for covariance matrix
• The local power of the efficient scores test statistic
• The likelihood ratio criterion for a composite hypothesis under a local alternative
• Generalized Asymptotic Expansions of Cornish-Fisher Type
• Unbiasedness of Some Test Criteria for the Equality of One or Two Covariance Matrices
• Likelihood ratio and associated test criteria
• The Large-Sample Distribution of the Likelihood Ratio for Testing Composite Hypotheses
• Tests of Statistical Hypotheses Concerning Several Parameters When the Number of Observations is Large

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