Asymptotic expansion of the null distribution of test statistic for linear hypothesis in nonnormal linear model

DOI10.1016/S0047-259X(02)00049-0zbMath1026.62012MaRDI QIDQ1873107

Hirokazu Yanagihara

Publication date: 19 May 2003

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

tablesasymptotic expansionlinear modelCornish-Fisher expansionanalysis of variancenonnormalitylinear hypothesisnull distributionone-way ANOVA testtwo-way ANOVA test

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15) Analysis of variance and covariance (ANOVA) (62J10)

Related Items (5)

Accurate mean comparisons for paired samples with missing data: An application to a smoking-cessation trial ⋮ A family of estimators for multivariate kurtosis in a nonnormal linear regression model ⋮ On testing homogeneity of variances for nonnormal models using entropy ⋮ Asymptotic expansion for the null distribution of the \(F\)-statistic in one-way ANOVA under non-normality ⋮ Accurate confidence intervals in regression analyses of non-normal data

Cites Work

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• Edgeworth expansion for Student's t statistic under minimal moment conditions
• Edgeworth expansion in regression models
• On the validity of the formal Edgeworth expansion
• Robust regression: Asymptotics, conjectures and Monte Carlo
• ASYMPTOTIC APPROXIMATIONS OF THE NULL DISTRIBUTION OF THE ONE-WAY ANOVA TEST STATISTIC UNDER NONNORMALITY
• Asymptotic expansion of the null distribution of one-way anova test statistic for heteroscedastic case under nonnormal1ty
• The bootstrap and Edgeworth expansion

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