On the effects of moderate multivariate nonnormality on Wilks's likelihood ratio criterion

DOI10.1093/biomet/67.2.419zbMath0455.62042OpenAlexW2107418943MaRDI QIDQ3903887

A. W. Davis

Publication date: 1980

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/67.2.419

zbMATH Keywords

kurtosiszonal polynomialslatent rootsgeneral linear modelmultivariate beta matrixeffects of nonnormalityMardia measures of multivariate skewnessWilks likelihood ratio criterion

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15) Robustness and adaptive procedures (parametric inference) (62F35) Monte Carlo methods (65C05) Asymptotic properties of parametric tests (62F05)

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