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

DOI10.1016/J.JMVA.2004.10.014zbMath1080.62009OpenAlexW2038737173MaRDI QIDQ2581822

Tetsuji Tonda, Chieko Matsumoto, Hirokazu Yanagihara

Publication date: 10 January 2006

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2004.10.014

zbMATH Keywords

robustnesskurtosislocal alternativesnonnormalitynull distributionnonnull distributionfixed alternativeweighted sum of chi-squared variablesmodel misspecification with respect to distributiontesting for covariance structuresvecs operator

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15)

Related Items (14)

Asymptotic expansions of the distributions of the chi-square statistic based on the asymptotically distribution-free theory in covariance structures ⋮ A family of estimators for multivariate kurtosis in a nonnormal linear regression model ⋮ A note on the fourth cumulant of a finite mixture distribution ⋮ Optimal rank-based testing for principal components ⋮ Improvement of the quality of the chi-square approximation for the ADF test on a covariance matrix with a linear structure ⋮ Kurtosis removal for data pre-processing ⋮ Optimal rank-based tests for homogeneity of scatter ⋮ Asymptotic Expansions in Multi-Group Analysis of Moment Structures with an Application to Linearized Estimators ⋮ Normal theory likelihood ratio statistic for mean and covariance structure analysis under alternative hypotheses ⋮ Testing for Common Principal Components under Heterokurticity ⋮ Optimal tests for homogeneity of covariance, scale, and shape ⋮ Some remarks on Koziol's kurtosis ⋮ Testing symmetry around a subspace ⋮ Asymptotic Expansions of the Null Distributions of Discrepancy Functions for General Covariance Structures Under Nonnormality

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