Edgeworth expansion of Wilks' lambda statistic
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Publication:855903
DOI10.1016/j.jmva.2005.10.010zbMath1101.62011OpenAlexW2085518762MaRDI QIDQ855903
Publication date: 7 December 2006
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2005.10.010
Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20)
Related Items (9)
High-Dimensional Edgeworth Expansion of LR Statistic for Testing Circular Symmetric Covariance Structure and Its Error Bound ⋮ High-dimensional asymptotic behavior of the difference between the log-determinants of two Wishart matrices ⋮ Statistical inference for functional relationship between the specified and the remainder populations ⋮ Laplace Expansion for Bartlett--Nanda--Pillai Test Statistic and Its Error Bound ⋮ Exact distribution of the generalized Wilks's statistic and applications ⋮ Computable Error Bounds for High-Dimensional Approximations of an LR Statistic for Additional Information in Canonical Correlation Analysis ⋮ Asymptotic expansions of test statistics for dimensionality and additional information in canonical correlation analysis when the dimension is large ⋮ A consistency property of the AIC for multivariate linear models when the dimension and the sample size are large ⋮ Moderate deviation principle for likelihood ratio test in multivariate linear regression model
Uses Software
Cites Work
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- Asymptotic expansions of the distributions of MANOVA test statistics when the dimension is large
- Asymptotic Expansion of the Null Distribution of LR Statistic for Multivariate Linear Hypothesis when the Dimension is Large
- Mersenne twister
- CERTAIN GENERALIZATIONS IN THE ANALYSIS OF VARIANCE
- A GENERAL DISTRIBUTION THEORY FOR A CLASS OF LIKELIHOOD CRITERIA
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