Asymptotic expansion of the null distribution of the modified normal likelihood ratio criterion for testing \(\Sigma=\Sigma_0\) under nonnormality (Q1885293)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Asymptotic expansion of the null distribution of the modified normal likelihood ratio criterion for testing \(\Sigma=\Sigma_0\) under nonnormality |
scientific article; zbMATH DE number 2111508
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic expansion of the null distribution of the modified normal likelihood ratio criterion for testing \(\Sigma=\Sigma_0\) under nonnormality |
scientific article; zbMATH DE number 2111508 |
Statements
Asymptotic expansion of the null distribution of the modified normal likelihood ratio criterion for testing \(\Sigma=\Sigma_0\) under nonnormality (English)
0 references
28 October 2004
0 references
asymptotic expansion
0 references
Bartlett correction
0 references
Edgeworth expansion
0 references
model misspecification
0 references
nonnormality
0 references
null distribution
0 references
robustness
0 references
testing covariance structure
0 references
weighted sum of chi-squared variables
0 references
