Further asymptotic formulas for the non-null distributions of three statistics for multivariate linear hypothesis

DOI10.1007/BF02479366zbMath0338.62027MaRDI QIDQ1231239

Nariaki Sugiura

Publication date: 1973

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

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60)

Related Items

A new look at rank tests in ordered-2×k contingency tables ⋮ Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review ⋮ The power of the likelihood ratio test for additional information in a multivariate linear model ⋮ MANOVA for large hypothesis degrees of freedom under non-normality ⋮ Asymptotic solutions of the hypergeometric function \(_1F_1\) of matrix argument, useful in multivariate analysis ⋮ Invariant Polynomials and Related Tests ⋮ Power Function Studies ⋮ Asymptotic formulas for the distributions of three statistics for multivariate linear hypothesis ⋮ Asymptotic formulas for the non-null distributions of three statistics for multivariate linear hypothesis ⋮ Asymptotic expansions of the non-nuu distributions of three statistics in GMANOVA ⋮ Laplace approximations for hypergeometric functions with matrix argument

Cites Work

• Note on the utilization of the generalized student ratio in the analysis of variance or dispersion
• Asymptotic expansion of the distribution of the generalized variance for noncentral Wishart matrix, when \(\Omega= O(n)\)
• Asymptotic non-null distributions of the likelihood ratio criteria for covariance matrix under local alternatives
• The Distribution of Hotelling's Generalised $T_0^2$
• Asymptotic Expansions of the Non-Null Distributions of the Likelihood Ratio Criteria for Multivariate Linear Hypothesis and Independence
• Asymptotic Expansions of the Distributions of the Likelihood Ratio Criteria for Covariance Matrix
• Distribution of the Canonical Correlations and Asymptotic Expansions for Distributions of Certain Independence Test Statistics
• Asymptotic Formulae for the Distribution of Hotelling's Generalized $T_0^2$ Statistic. II
• An Asymptotic Expansion of the Non-Null Distribution of Hotelling's Generalized $T_0^2$-Statistic
• Asymptotic formulas for the distributions of two trace statistics for testing the independence under fixed alternative
• The Non-Central Wishart Distribution and Certain Problems of Multivariate Statistics
• On Stochastic Limit and Order Relationships
• Unnamed Item
• Unnamed Item