Asymptotic expansions of the distributions of some test statistics

MaRDI QIDQ1065479zbMATH OpenFDO

Authors Takesi Hayakawa, Madan L. Puri

Publication date 1985

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

asymptotic expansionshypothesis about the covariance matrixmodified Wald statisticmultivariate normal distributionpower comparisonsRao statisticstesting simple hypothesis

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15)

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Cites work

• Asymptotic non-null distributions of the likelihood ratio criteria for covariance matrix under local alternatives
• Asymptotic nonnull distributions of certain test criteria for a covariance matrix
• Generalized Asymptotic Expansions of Cornish-Fisher Type
• scientific article; zbMATH DE number 3740555 (Why is no real title available?)
• scientific article; zbMATH DE number 3789657 (Why is no real title available?)
• scientific article; zbMATH DE number 3052144 (Why is no real title available?)
• Likelihood ratio and associated test criteria
• On some test criteria for covariance matrix
• Tests of Statistical Hypotheses Concerning Several Parameters When the Number of Observations is Large
• The Large-Sample Distribution of the Likelihood Ratio for Testing Composite Hypotheses
• The likelihood ratio criterion and the asymptotic expansion of its distribution
• The likelihood ratio criterion for a composite hypothesis under a local alternative
• The local power of the efficient scores test statistic
• Unbiasedness of Some Test Criteria for the Equality of One or Two Covariance Matrices

Cited in

(31)

• Asymptotic normality of test statistics under alternative hypotheses
• On the second order local comparison between perturbed maximum likelihood estimators and Rao's statistic as test statistics
• Asymptotic expansions of the distributions of some test statistics for Gaussian ARMA processes
• On the corrections to the Wald test of nonlinear restrictions
• On the relationship between two asymptotic expansions for the distribution of sample mean and its applications
• A note on the local power of the LR, Wald, score and gradient tests
• Asymptotic efficiency of some nonparametric tests for location on hyperspheres
• Inference for spherical location under high concentration
• Nonnull asymptotic distributions of the LR, Wald, score and gradient statistics in generalized linear models with dispersion covariates
• Hypothesis Testing in Linear Models when the Error Covariance Matrix is Nonscalar
• On the arbitrariness of some asymptotic test statistics based on generalized inverses
• scientific article; zbMATH DE number 4143230 (Why is no real title available?)
• scientific article; zbMATH DE number 3919544 (Why is no real title available?)
• Asymptotically Complete Classes of Tests in the Multivariate Case with Asymptotic Expansions
• The local power of the gradient test
• Wald statistic for iiomogeneity of multiple parameters
• A modified likelihood ratio test for the mean direction in the von mises distribution
• Higher‐order asymptotics under model misspecification
• ASYMPTOTIC EXPANSIONS APPLIED TO F‐TEST CRITERIA
• On the hypothesis testing for the weighted Lindley distribution
• Asymptotic Expansions for the Power of Distributionfree Tests in the Two-Sample Problem
• Asymptotic expansions for a class of tests for a general covariance structure under a local alternative
• Asymptotic expansions of the distributions of some test statistics in generalized linear models
• scientific article; zbMATH DE number 7829050 (Why is no real title available?)
• Bartlett-corrected tests for heteroskedastic linear models
• Gradient test to assess homogeneity of probabilities in discrete-time transition models with application in agricultural science data
• A note on asymptotic expansions for the power of perturbed tests
• On tests for the mean direction of the Langevin distribution
• An asymptotic expansion of the nonnull distribution of Wilks criterion for testing the multivariate linear hypothesis
• Third-order asymptotic properties of a class of test statistics under a local alternative
• An asymptotic expansion of the distribution of Student's t type statistic under spherical distributions

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