The effects of nonnormality on asymptotic distributions of some likelihood ratio criteria for testing covariance structures under normal assumption

DOI10.1016/J.JMVA.2004.10.014MaRDI QIDQ2581822zbMATH OpenOpenAlexFDO

Authors Hirokazu Yanagihara, Tetsuji Tonda, Chieko Matsumoto

Publication date 10 January 2006

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

Full work available at URL https://doi.org/10.1016/j.jmva.2004.10.014

zbMATH Keywords

fixed alternativekurtosislocal alternativesmodel misspecification with respect to distributionnonnormalitynonnull distributionnull distributionrobustnesstesting for covariance structuresvecs operatorweighted sum of chi-squared variables

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15) Linear regression; mixed models (62J05)

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Cites work

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Cited in

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• Optimal tests for homogeneity of covariance, scale, and shape
• Asymptotic normality of test statistics under alternative hypotheses
• On asymptotic distributions of normal theory MLE in covariance structure analysis under some nonnormal distributions
• Asymptotic expansion of the null distribution of the modified normal likelihood ratio criterion for testing \(\Sigma=\Sigma_0\) under nonnormality
• Testing symmetry around a subspace
• Some remarks on Koziol's kurtosis
• Asymptotic expansions of the distributions of the chi-square statistic based on the asymptotically distribution-free theory in covariance structures
• Asymptotic robustness of the normal theory likelihood ratio statistic for two-level covariance structure models
• The effect of kurtosis on the power of two test statistics in covariance structure analysis
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• Asymptotic distributions of likelihood ratio criteria for two testing problems
• On the Non-Gaussian Asymptotics of the Likelihood Ratio Test Statistic for Homogeneity of Covariance
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• A family of estimators for multivariate kurtosis in a nonnormal linear regression model
• Optimal rank-based tests for homogeneity of scatter
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