A Method for Improving the Large-Sample Chi-Squared Approximations to Some Multivariate Test Statistics
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Publication:4353744
DOI10.1080/01966324.1997.10737428zbMath0892.62029OpenAlexW2028895922MaRDI QIDQ4353744
Publication date: 16 August 1998
Published in: American Journal of Mathematical and Management Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/01966324.1997.10737428
Related Items (9)
Improvement of the test of independence among groups of factors in a multi-way contingency table ⋮ Contributions to multivariate analysis by Professor Yasunori Fujikoshi ⋮ Transformed statistics for tests of conditional independence in \(J \times K \times L\) contingency tables ⋮ Unnamed Item ⋮ Improved transformed statistics for the test of independence in \(r\times s\) contingency tables ⋮ Transformations with improved chi-squared approximations ⋮ Improved transformed deviance statistic for testing a logistic regression model ⋮ Rao's statistic for homogeneity of multiple parameter ⋮ On the asymptotic distribution of \(T^2\)-type statistic with two-step monotone missing data
Cites Work
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- On the distributions of the Hotelling's \(T^ 2\)-statistics
- A decomposition for the likelihood ratio statistic and the Bartlett correction - a Bayesian argument
- On some test criteria for covariance matrix
- Approximations to noncentral distributions
- A GENERAL METHOD FOR APPROXIMATING TO THE DISTRIBUTION OF LIKELIHOOD RATIO CRITERIA
- Asymptotic Formulae for the Distribution of Hotelling's Generalized $T^2_0$ Statistic
- On the level-error after Bartlett adjustment of the likelihood ratio statistic
- Asymptotic Distributions of Some Multivariate Tests
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