On two asymptotic normal distributions for the generalized wilks lambda statistic

DOI10.1080/03610920008832557MaRDI QIDQ4541734zbMATH OpenOpenAlexFDO

Authors Carlos A. Coelho

Publication date 28 July 2002

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610920008832557

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
• A procedure for determination of a good ridge parameter in linear regression
• A simulation study of ridge and other regression estimators
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• Modern Error Analysis
• On a Modification of Certain Rank Tests
• On the Estimation of Relative Potency in Dilution (-Direct) Assays by Distribution-Free Methods
• Some results on the distribution of Wilks's likelihood-ratio criterion
• The generalized integer gamma distribution -- a basis for distributions in multivariate statistics

Cited in

(11)

• High-dimensional asymptotic behavior of the difference between the log-determinants of two Wishart matrices
• Berry-Esseen bound for high dimensional asymptotic approximation of Wilks' lambda distribution
• A family of near-exact distributions based on truncations of the exact distribution for the generalized Wilks Lambda statistic
• Near-exact distributions for the generalized Wilks lambda statistic
• scientific article; zbMATH DE number 37603 (Why is no real title available?)
• A Dimensional CLT for Non-Central Wilks' Lambda in Multivariate Analysis
• Asymptotic normality of high-dimensional Wilks'\(\lambda\) statistics
• Noncentral Wishart matrices, asymptotic normality of vec and smooth statistics
• Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review
• Error bounds for asymptotic expansions of Wilks' lambda distribution
• Study of the quality of several asymptotic and near-exact approximations based on moments for the distribution of the Wilks lambda statistic

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