Asymptotic expansions for the distributions of multivariate basic statistics and one-way MANOVA tests under non-normality

DOI10.1016/S0378-3758(02)00313-0zbMath1015.62011MaRDI QIDQ1866236

Yasunori Fujikoshi

Publication date: 3 April 2003

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

asymptotic expansionBartlett correctionnon-normalitysample covariance matrixsample mean vectorone-way MANOVA tests

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20)

Related Items (19)

Confidence regions for level differences in growth curve models ⋮ 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 ⋮ Bootstrapping analogs of the one way MANOVA test ⋮ Analyzing Mean Profiles of Nonnormal Populations ⋮ On Srivastava's multivariate sample skewness and kurtosis under non-normality ⋮ A modified two-factor multivariate analysis of variance: asymptotics and small sample approxi\-mations ⋮ A comparison of higher-order local powers of a class of one-way MANOVA tests under general distributions ⋮ MANOVA for large hypothesis degrees of freedom under non-normality ⋮ An asymptotic expansion of the distribution of Rao's \(U\)-statistic under a general condition ⋮ Asymptotic expansions of the distributions of some test statistics in generalized linear models ⋮ On the Distributions of some Test Statistics for Profile Analysis in Elliptical Populations ⋮ On some tests of the covariance matrix under general conditions ⋮ Asymptotic Expansions for the Distributions of Maximum and Sum of Quasi-Independent Hotelling'sT²Statistics Under Non Normality ⋮ Third-order power comparisons for a class of tests for multivariate linear hypothesis under general distributions ⋮ On the LBI criterion for the multivariate one-way random effects model under non-normality ⋮ Asymptotics for tests on mean profiles, additional information and dimensionality under non-normality ⋮ Large sample approximations for the LR statistic for equality of the smallest eigenvalues of a covariance matrix under elliptical population

Cites Work

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• Asymptotic expansion of the joint distribution of sample mean vector and sample covariance matrix from an elliptical population
• ASYMPTOTIC APPROXIMATIONS OF THE NULL DISTRIBUTION OF THE ONE-WAY ANOVA TEST STATISTIC UNDER NONNORMALITY
• An Asymptotic Expansion of the Distribution of Hotelling'sT²-Statistic Under General Distributions
• Measures of multivariate skewness and kurtosis with applications
• The bootstrap and Edgeworth expansion

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