Asymptotic expansion of the joint distribution of sample mean vector and sample covariance matrix from an elliptical population
From MaRDI portal
Publication:1370803
DOI10.32917/hmj/1206127048zbMath0890.62011OpenAlexW1484261361WikidataQ128899541 ScholiaQ128899541MaRDI QIDQ1370803
Publication date: 22 June 1998
Published in: Hiroshima Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.32917/hmj/1206127048
Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20)
Related Items (9)
Accurate mean comparisons for paired samples with missing data: An application to a smoking-cessation trial ⋮ Discrimination of observations into one of two elliptic populations based on monotone training samples ⋮ A comparison of higher-order local powers of a class of one-way MANOVA tests under general distributions ⋮ Hotelling's one-sample and two-sample \(T^2\) tests and the multivariate Behrens-Fisher problem under nonnormality ⋮ Asymptotic expansions for a class of tests for a general covariance structure under a local alternative ⋮ On the asymptotic distributions of two statistics for two-level covariance structure models within the class of elliptical distributions ⋮ An asymptotic expansion of the distribution of Rao's \(U\)-statistic under a general condition ⋮ Large sample approximations for the LR statistic for equality of the smallest eigenvalues of a covariance matrix under elliptical population ⋮ Asymptotic expansions for the distributions of multivariate basic statistics and one-way MANOVA tests under non-normality
This page was built for publication: Asymptotic expansion of the joint distribution of sample mean vector and sample covariance matrix from an elliptical population
