Asymptotic expansions of the distributions of some test statistics

zbMath0577.62049MaRDI QIDQ1065479

Takesi Hayakawa, Madan Lal Puri

Publication date: 1985

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

asymptotic expansionsmultivariate normal distributionRao statisticsmodified Wald statisticpower comparisonshypothesis about the covariance matrixtesting simple hypothesis

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

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Cites Work

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• Asymptotic non-null distributions of the likelihood ratio criteria for covariance matrix under local alternatives
• On some test criteria for covariance matrix
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• Generalized Asymptotic Expansions of Cornish-Fisher Type
• Unbiasedness of Some Test Criteria for the Equality of One or Two Covariance Matrices
• Likelihood ratio and associated test criteria
• The Large-Sample Distribution of the Likelihood Ratio for Testing Composite Hypotheses
• Tests of Statistical Hypotheses Concerning Several Parameters When the Number of Observations is Large

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