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

DOI10.1016/J.JMVA.2005.03.012MaRDI QIDQ2489765zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

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

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Cites work

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• A Skew Extension of the T-Distribution, with Applications
• An Asymptotic Expansion of the Distribution of Hotelling'sT²-Statistic Under General Distributions
• An asymptotic expansion for the distribution of Hotelling's \(T^ 2\)-statistic under nonnormality
• Asymptotic expansion of the joint distribution of sample mean vector and sample covariance matrix from an elliptical population
• Asymptotic expansion of the nonnull distribution of likelihood ratio statistic for testing multisample sphericity
• Asymptotic expansions for the distributions of multivariate basic statistics and one-way MANOVA tests under non-normality
• 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
• On the validity of the formal Edgeworth expansion
• TESTS OF SIGNIFICANCE IN MULTIVARIATE ANALYSIS
• The bootstrap and Edgeworth expansion

Cited in

(10)

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

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