An asymptotic expansion of the distribution of Rao's \(U\)-statistic under a general condition

DOI10.1016/j.jmva.2005.03.012zbMath1085.62014MaRDI QIDQ2489765

Arjun K. Gupta, Jin Xu, Yasunori Fujikoshi

Publication date: 28 April 2006

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2005.03.012

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62E20: Asymptotic distribution theory in statistics

62H15: Hypothesis testing in multivariate analysis

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Asymptotic expansions of the distributions of some test statistics in generalized linear models, Asymptotic Expansions for the Distributions of Maximum and Sum of Quasi-Independent Hotelling'sT²Statistics Under Non Normality, Contributions to multivariate analysis by Professor Yasunori Fujikoshi, Improved confidence regions for a mean vector under general conditions, Asymptotics for tests on mean profiles, additional information and dimensionality under non-normality, On some tests of the covariance matrix under general conditions

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