Asymptotic expansions of the null distributions of test statistics for multivariate linear hypothesis under nonnormality

DOI10.32917/hmj/1151007641zbMath0995.62014OpenAlexW2124687196WikidataQ128869473 ScholiaQ128869473MaRDI QIDQ1612043

Hirofumi Wakaki, Yasunori Fujikoshi, Hirokazu Yanagihara

Publication date: 23 October 2002

Published in: Hiroshima Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.32917/hmj/1151007641

zbMATH Keywords

tablesrobustnessEdgeworth expansionBartlett correctionchi-squared approximationmultivariate t-statisticvalidity of expansions

Mathematics Subject Classification ID

Related Items (10)

Contributions to multivariate analysis by Professor Yasunori Fujikoshi ⋮ A family of estimators for multivariate kurtosis in a nonnormal linear regression model ⋮ Asymptotic expansions of the null distributions of some test statistics for profile analysis in general distributions ⋮ A modified two-factor multivariate analysis of variance: asymptotics and small sample approxi\-mations ⋮ Unnamed Item ⋮ Mean comparison: manifest variable versus latent variable ⋮ Corrected version of \(AIC\) for selecting multivariate normal linear regression models in a general nonnormal case ⋮ On distribution of AIC in linear regression models ⋮ Third-order power comparisons for a class of tests for multivariate linear hypothesis under general distributions ⋮ The effects of nonnormality on asymptotic distributions of some likelihood ratio criteria for testing covariance structures under normal assumption

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