A Method for Improving the Large-Sample Chi-Squared Approximations to Some Multivariate Test Statistics
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Cites work
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- A GENERAL METHOD FOR APPROXIMATING TO THE DISTRIBUTION OF LIKELIHOOD RATIO CRITERIA
- A decomposition for the likelihood ratio statistic and the Bartlett correction - a Bayesian argument
- Approximations to noncentral distributions
- Asymptotic Distributions of Some Multivariate Tests
- Asymptotic Formulae for the Distribution of Hotelling's Generalized T^2_0 Statistic
- On some test criteria for covariance matrix
- On the distributions of the Hotelling's T^ 2-statistics
- On the level-error after Bartlett adjustment of the likelihood ratio statistic
Cited in
(18)- Improvement of the test of independence among groups of factors in a multi-way contingency table
- Improved transformed deviance statistic for testing a logistic regression model
- Rao's statistic for homogeneity of multiple parameter
- Improved chi-squared tests for a composite hypothesis
- Large deviations and moderate deviations for the chi-square test in type II error
- On accuracy of improved ^2-approximations
- Contributions to multivariate analysis by Professor Yasunori Fujikoshi
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- Transformed statistics for tests of conditional independence in J K L contingency tables
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- 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
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- An efficient and flexible multiplicity adjustment for chi-square endpoints
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