Asymptotic expansion of the null distribution of the modified normal likelihood ratio criterion for testing =_0 under nonnormality

zbMATH Open1048.62020MaRDI QIDQ1885293FDOQ1885293

Authors: Hirokazu Yanagihara, Chieko Matsumoto, Tetsuji Tonda 

Publication date: 28 October 2004

Published in: Hiroshima Mathematical Journal (Search for Journal in Brave)

Recommendations

• Asymptotic Expansions of the Non-Null Distribution of the Likelihood Ratio Criterion for Multisample Sphericity
• The effects of nonnormality on asymptotic distributions of some likelihood ratio criteria for testing covariance structures under normal assumption
• scientific article; zbMATH DE number 409464
• On some tests of the covariance matrix under general conditions
• Asymptotic expansions of the null distributions of test statistics for multivariate linear hypothesis under nonnormality

zbMATH Keywords

asymptotic expansionBartlett correctionEdgeworth expansionmodel misspecificationrobustnessnonnormalitynull distributiontesting covariance structureweighted sum of chi-squared variables

Mathematics Subject Classification ID

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

Cited In (8)

• Asymptotic expansions of the null distributions for the Dempster trace criterion
• Asymptotic expansions of the null distributions of discrepancy functions for general covariance structures under nonnormality
• Asymptotic expansions of the distributions of some test statistics
• Higher-order asymptotic normality of approximations to the modified signed likelihood ratio statistic for regular models
• On some tests of the covariance matrix under general conditions
• The effects of nonnormality on asymptotic distributions of some likelihood ratio criteria for testing covariance structures under normal assumption
• Asymptotic expansions of the distributions of the chi-square statistic based on the asymptotically distribution-free theory in covariance structures
• Asymptotic expansion of the null distribution of the likehood ratio statistic for testing the equality of variances in a nonnormal one-way ANOVA model

This page was built for publication: Asymptotic expansion of the null distribution of the modified normal likelihood ratio criterion for testing \(\Sigma=\Sigma_0\) under nonnormality

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1885293)