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

DOI10.1016/J.JMVA.2005.03.012zbMATH Open1085.62014OpenAlexW2036920706MaRDI QIDQ2489765FDOQ2489765

Authors: Jin Xu, Yasunori Fujikoshi, Arjun K. Gupta 

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

Recommendations

• On the rate of convergence and asymptotic expansions for \(U\)-statistics under alternatives
• Hotelling's one-sample and two-sample \(T^2\) tests and the multivariate Behrens-Fisher problem under nonnormality
• Asymptotic expansions of the distributions of some test statistics in generalized linear models
• An asymptotic expansion for the distribution of Hotelling's \(T^ 2\)-statistic under nonnormality
• Some asymptotics for U-statistics

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

Cites Work

• Title not available (Why is that?)
• On the validity of the formal Edgeworth expansion
• Title not available (Why is that?)
• Title not available (Why is that?)
• The bootstrap and Edgeworth expansion
• Title not available (Why is that?)
• A Skew Extension of the T-Distribution, with Applications
• An asymptotic expansion for the distribution of Hotelling's \(T^ 2\)-statistic under nonnormality
• Title not available (Why is that?)
• Asymptotic expansions for the distributions of multivariate basic statistics and one-way MANOVA tests under non-normality
• Title not available (Why is that?)
• Title not available (Why is that?)
• TESTS OF SIGNIFICANCE IN MULTIVARIATE ANALYSIS
• Asymptotic expansion of the joint distribution of sample mean vector and sample covariance matrix from an elliptical population
• An Asymptotic Expansion of the Distribution of Hotelling'sT²-Statistic Under General Distributions
• Asymptotic expansion of the nonnull distribution of likelihood ratio statistic for testing multisample sphericity
• Asymptotic null and nonnull distribution of Hotelling's \(T^ 2\)-statistic under the elliptical distribution
• Distributions of Hotelling'sT²and Multiple and Partial Correlation Coefficients for the Mixture of Two Multivariate Gaussian Populations
• Hotelling's T2 when sampling from a contaminated normal model: robustness and outliers

Cited In (10)

• Improved confidence regions for a mean vector under general conditions
• Confidence regions for level differences in growth curve 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
• On some tests of the covariance matrix under general conditions
• Asymptotic expansions of the distributions of some test statistics in generalized linear models
• Asymptotics for tests on mean profiles, additional information and dimensionality under non-normality
• Looking back: selected contributions by C. R. Rao to multivariate analysis
• Analyzing Mean Profiles of Nonnormal Populations
• Testing equality of mean vectors in a one-way MANOVA with monotone missing data

This page was built for publication: An asymptotic expansion of the distribution of Rao's \(U\)-statistic under a general condition

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2489765)