Higher Order Asymptotic Cumulants of Studentized Estimators in Covariance Structures
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Publication:3625319
DOI10.1080/03610910801943636zbMath1160.62010OpenAlexW2015123830MaRDI QIDQ3625319
Publication date: 12 May 2009
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610910801943636
Edgeworth expansionnon-normalitypivotal statisticcovariance structuresStudentizationHall's cubic transformation
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Related Items (3)
Asymptotic expansions of the distributions of the chi-square statistic based on the asymptotically distribution-free theory in covariance structures ⋮ Cornish-Fisher expansions using sample cumulants and monotonic transformations ⋮ Asymptotic expansions in mean and covariance structure analysis
Uses Software
Cites Work
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- Asymptotic expansions for the distributions of the sample roots under nonnormality
- An approximate method for generating asymmetric random variables
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