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

MaRDI QIDQ1885293zbMATHFDO

Authors Hirokazu Yanagihara, Chieko Matsumoto, Tetsuji Tonda

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)

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(8)

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• Higher-order asymptotic normality of approximations to the modified signed likelihood ratio statistic for regular models
• Asymptotic expansions of the null distributions of discrepancy functions for general covariance structures under nonnormality
• On some tests of the covariance matrix under general conditions
• Asymptotic expansions of the distributions of some test statistics
• 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 expansions of the null distributions for the Dempster trace criterion

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