Asymptotic expansion of the null distribution of the modified normal likelihood ratio criterion for testing \(\Sigma=\Sigma_0\) under nonnormality

zbMath1048.62020MaRDI QIDQ1885293

Tetsuji Tonda, Hirokazu Yanagihara, Chieko Matsumoto

Publication date: 28 October 2004

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

zbMATH Keywords

robustnessasymptotic expansionEdgeworth expansionBartlett correctionmodel misspecificationnonnormalitynull distributiontesting covariance structureweighted sum of chi-squared variables

Mathematics Subject Classification ID

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

Related Items (3)

Asymptotic expansions of the distributions of the chi-square statistic based on the asymptotically distribution-free theory in covariance structures ⋮ On some tests of the covariance matrix under general conditions ⋮ The effects of nonnormality on asymptotic distributions of some likelihood ratio criteria for testing covariance structures under normal assumption

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