Asymptotic expansion of the null distribution of the modified normal likelihood ratio criterion for testing \(\Sigma=\Sigma_0\) under nonnormality
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Publication:1885293
zbMath1048.62020MaRDI QIDQ1885293
Tetsuji Tonda, Hirokazu Yanagihara, Chieko Matsumoto
Publication date: 28 October 2004
Published in: Hiroshima Mathematical Journal (Search for Journal in Brave)
robustnessasymptotic expansionEdgeworth expansionBartlett correctionmodel misspecificationnonnormalitynull distributiontesting covariance structureweighted sum of chi-squared variables
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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