Higher Order Asymptotic Cumulants of Studentized Estimators in Covariance Structures

DOI10.1080/03610910801943636zbMath1160.62010OpenAlexW2015123830MaRDI QIDQ3625319

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

Edgeworth expansionnon-normalitypivotal statisticcovariance structuresStudentizationHall's cubic transformation

Mathematics Subject Classification ID

Related Items (3)

Asymptotic expansions of the distributions of the chi-square statistic based on the asymptotically distribution-free theory in covariance structures ⋮ Cornish-Fisher expansions using sample cumulants and monotonic transformations ⋮ Asymptotic expansions in mean and covariance structure analysis

Uses Software

• mathStatica

Cites Work

• Unnamed Item
• A method of simulating multivariate nonnormal distributions by the Pearson distribution system and estimation
• Edgeworth corrected pivotal statistics and the bootstrap
• Unbiased estimation of fourth-order matrix moments
• Asymptotic expansions for the distributions of some functions of the latent roots of matrices in three situations
• Asymptotic expansions and bootstrap approximations in factor analysis
• Asymptotic expansion of the sample correlation coefficient under nonnormality
• Second-order accurate inference on eigenvalues of covariance and correlation matrices
• Asymptotic expansions for the distributions of the sample roots under nonnormality
• An approximate method for generating asymmetric random variables

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