A Dimensional CLT for Non-Central Wilks' Lambda in Multivariate Analysis

DOI10.1111/j.1467-9469.2004.00408.xzbMath1063.62080OpenAlexW2092587462MaRDI QIDQ4677114

Andrew T. A. Wood, Ronald W. Butler

Publication date: 20 May 2005

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9469.2004.00408.x

zbMATH Keywords

cumulantslikelihood ratiohypergeometric functionmoment generating functionmethod of momentszonal polynomials

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Central limit and other weak theorems (60F05)

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Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review ⋮ High-dimensional asymptotic expansion of LR statistic for testing intraclass correlation structure and its error bound

Cites Work

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