Asymptotic expansion of the null distribution of the modified normal likelihood ratio criterion for testing \(\Sigma=\Sigma_0\) under nonnormality (Q1885293)
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scientific article; zbMATH DE number 2111508
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| English | Asymptotic expansion of the null distribution of the modified normal likelihood ratio criterion for testing \(\Sigma=\Sigma_0\) under nonnormality |
scientific article; zbMATH DE number 2111508 |
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Asymptotic expansion of the null distribution of the modified normal likelihood ratio criterion for testing \(\Sigma=\Sigma_0\) under nonnormality (English)
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28 October 2004
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asymptotic expansion
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Bartlett correction
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Edgeworth expansion
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model misspecification
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nonnormality
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null distribution
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robustness
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testing covariance structure
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weighted sum of chi-squared variables
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