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

zbMATH Open1048.62020MaRDI QIDQ1885293FDOQ1885293

Tetsuji Tonda, Hirokazu Yanagihara, Chieko Matsumoto

Publication date: 28 October 2004

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

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 (5)

• 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

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