Asymptotic Expansion in Reduced Rank Regression Under Normality and Nonnormality

DOI10.1080/03610920701713260zbMath1135.62010OpenAlexW2066581028MaRDI QIDQ3499062

Haruhiko Ogasawara

Publication date: 19 May 2008

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920701713260

zbMATH Keywords

cumulantsEdgeworth expansionasymptotic robustnessnonnormalityStudentized statistics

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

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