Berry-Esseen bound for high dimensional asymptotic approximation of Wilks' lambda distribution

DOI10.1016/J.SPL.2005.12.027zbMATH Open1092.62025OpenAlexW2046143841MaRDI QIDQ2494873FDOQ2494873

Yasunori Fujikoshi, V. V. Ulyanov, Hirofumi Wakaki

Publication date: 30 June 2006

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2005.12.027

zbMATH Keywords

asymptotic distributionBerry-Esseen boundhigh dimensional approximationWilks' lambda distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20)

Cites Work

• Title not available (Why is that?)
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• Refinement of the upper bound of the constant in the central limit theorem
• A limit theorem for sums of independent, nonidentically distributed random variables
• Asymptotic Expansion of the Null Distribution of LR Statistic for Multivariate Linear Hypothesis when the Dimension is Large

Cited In (12)

• Moderate deviation principle for likelihood ratio test in multivariate linear regression model
• High-dimensional Edgeworth expansion of the determinant of sample correlation matrix and its error bound
• Laplace Expansion for Bartlett--Nanda--Pillai Test Statistic and Its Error Bound
• High-Dimensional Edgeworth Expansion of LR Statistic for Testing Circular Symmetric Covariance Structure and Its Error Bound
• Contributions to multivariate analysis by Professor Yasunori Fujikoshi
• Nonasymptotic analysis of the Lawley-Hotelling statistic for high-dimensional data
• Exact distribution of the generalized Wilks's statistic and applications
• Non-asymptotic results for Cornish-Fisher expansions
• High-dimensional asymptotic expansion of LR statistic for testing intraclass correlation structure and its error bound
• The asymptotic distribution and Berry-Esseen bound of a new test for independence in high dimension with an application to stochastic optimization
• High-dimensional Edgeworth expansion of LR statistic for testing block circular symmetry covariance structure and its errors
• On computable estimates for accuracy of approximation for the Bartlett–Nanda–Pillai statistic

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