Higher Order Asymptotic Cumulants of Studentized Estimators in Covariance Structures

DOI10.1080/03610910801943636MaRDI QIDQ3625319zbMATH OpenOpenAlexFDO

Authors Haruhiko Ogasawara

Publication date 12 May 2009

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610910801943636

zbMATH Keywords

covariance structuresEdgeworth expansionHall's cubic transformationnon-normalitypivotal statisticStudentization

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Estimation in multivariate analysis (62H12)

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Cites work

• A method of simulating multivariate nonnormal distributions by the Pearson distribution system and estimation
• An approximate method for generating asymmetric random variables
• Asymptotic expansion of the sample correlation coefficient under nonnormality
• Asymptotic expansions and bootstrap approximations in factor analysis
• Asymptotic expansions for the distributions of some functions of the latent roots of matrices in three situations
• Asymptotic expansions for the distributions of the sample roots under nonnormality
• Edgeworth corrected pivotal statistics and the bootstrap
• scientific article; zbMATH DE number 1730488 (Why is no real title available?)
• Second-order accurate inference on eigenvalues of covariance and correlation matrices
• Unbiased estimation of fourth-order matrix moments

Cited in

(5)

• Asymptotic expansions in mean and covariance structure analysis
• Gradient statistic: higher-order asymptotics and Bartlett-type correction
• Asymptotic expansions of the distributions of the chi-square statistic based on the asymptotically distribution-free theory in covariance structures
• scientific article; zbMATH DE number 4007455 (Why is no real title available?)
• Cornish-Fisher expansions using sample cumulants and monotonic transformations

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Uses Software

• mathStatica

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