The effects of nonnormality on asymptotic distributions of some likelihood ratio criteria for testing covariance structures under normal assumption (Q2581822)

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