A Method for Improving the Large-Sample Chi-Squared Approximations to Some Multivariate Test Statistics
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Publication:4353744
DOI10.1080/01966324.1997.10737428zbMATH Open0892.62029OpenAlexW2028895922MaRDI QIDQ4353744FDOQ4353744
Authors: Yasunori Fujikoshi 
Publication date: 16 August 1998
Published in: American Journal of Mathematical and Management Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/01966324.1997.10737428
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Cites Work
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- A GENERAL METHOD FOR APPROXIMATING TO THE DISTRIBUTION OF LIKELIHOOD RATIO CRITERIA
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- On the level-error after Bartlett adjustment of the likelihood ratio statistic
- Title not available (Why is that?)
- On some test criteria for covariance matrix
- A decomposition for the likelihood ratio statistic and the Bartlett correction - a Bayesian argument
- Asymptotic Distributions of Some Multivariate Tests
- Approximations to noncentral distributions
- On the distributions of the Hotelling's \(T^ 2\)-statistics
- Asymptotic Formulae for the Distribution of Hotelling's Generalized $T^2_0$ Statistic
Cited In (18)
- Improvement of the test of independence among groups of factors in a multi-way contingency table
- Rao's statistic for homogeneity of multiple parameter
- Improved transformed deviance statistic for testing a logistic regression model
- Large deviations and moderate deviations for the chi-square test in type II error
- Improved chi-squared tests for a composite hypothesis
- On accuracy of improved \(\chi^2\)-approximations
- Contributions to multivariate analysis by Professor Yasunori Fujikoshi
- Transformations with improved chi-squared approximations
- Transformed statistics for tests of conditional independence in \(J \times K \times L\) contingency tables
- Title not available (Why is that?)
- Title not available (Why is that?)
- Improvement of the quality of the chi-square approximation for the ADF test on a covariance matrix with a linear structure
- A simple method of computing the sample size for chi-square test for the equality of multinomial distributions
- Improved transformed statistics for the test of independence in \(r\times s\) contingency tables
- On the asymptotic distribution of \(T^2\)-type statistic with two-step monotone missing data
- Generalized Cordeiro-Ferrari Bartlett-type adjustment
- Title not available (Why is that?)
- An efficient and flexible multiplicity adjustment for chi-square endpoints
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