On the LBI criterion for the multivariate one-way random effects model under non-normality

DOI10.1080/02331880500186185zbMath1089.62086OpenAlexW2119868520MaRDI QIDQ5475301

Arjun K. Gupta, Solomon W. Harrar

Publication date: 16 June 2006

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331880500186185

zbMATH Keywords

tablesrobustnessasymptotic expansionMonte Carlo simulationsvariance componentsnon-normalityrandom effects modelLBI testmulti-variate analysis of variance

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Analysis of variance and covariance (ANOVA) (62J10)

Cites Work

• Unnamed Item
• Asymptotic expansions for the distribution of quadratic forms in normal variables
• Hypotheses tests for variance components in some multivariate mixed models
• Asymptotic expansions for the distributions of multivariate basic statistics and one-way MANOVA tests under non-normality
• An F approximation and its application
• Algorithm AS 155: The Distribution of a Linear Combination of χ 2 Random Variables
• Multivariate skewt-distribution
• The bootstrap and Edgeworth expansion

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