Edgeworth expansion of Wilks' lambda statistic

DOI10.1016/J.JMVA.2005.10.010MaRDI QIDQ855903zbMATH OpenOpenAlexFDO

Authors Hirofumi Wakaki

Publication date 7 December 2006

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

Full work available at URL https://doi.org/10.1016/j.jmva.2005.10.010

zbMATH Keywords

high dimensionLikelihood ratioMANOVAMonotone transformation

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Multivariate distribution of statistics (62H10)

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Cites work

• A GENERAL DISTRIBUTION THEORY FOR A CLASS OF LIKELIHOOD CRITERIA
• Asymptotic Expansion of the Null Distribution of LR Statistic for Multivariate Linear Hypothesis when the Dimension is Large
• Asymptotic expansions of the distributions of MANOVA test statistics when the dimension is large
• CERTAIN GENERALIZATIONS IN THE ANALYSIS OF VARIANCE
• scientific article; zbMATH DE number 3886886 (Why is no real title available?)
• scientific article; zbMATH DE number 3945094 (Why is no real title available?)
• scientific article; zbMATH DE number 4062374 (Why is no real title available?)
• Mersenne twister

Cited in

(11)

• Asymptotic expansions of test statistics for dimensionality and additional information in canonical correlation analysis when the dimension is large
• Moderate deviation principle for likelihood ratio test in multivariate linear regression model
• A consistency property of the AIC for multivariate linear models when the dimension and the sample size are large
• High-dimensional asymptotic behavior of the difference between the log-determinants of two Wishart matrices
• High-Dimensional Edgeworth Expansion of LR Statistic for Testing Circular Symmetric Covariance Structure and Its Error Bound
• On two asymptotic normal distributions for the generalized wilks lambda statistic
• Computable error bounds for high-dimensional approximations of an LR statistic for additional information in canonical correlation analysis
• Statistical inference for functional relationship between the specified and the remainder populations
• Laplace Expansion for Bartlett--Nanda--Pillai Test Statistic and Its Error Bound
• Error bounds for asymptotic expansions of Wilks' lambda distribution
• Exact distribution of the generalized Wilks's statistic and applications

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Uses Software

• MersenneTwister

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