High-dimensional Edgeworth expansion of a test statistic on independence and its error bound

DOI10.1016/j.jmva.2010.03.014zbMath1190.62022OpenAlexW2000076445MaRDI QIDQ979234

Jinghua Jin, Tomoyuki Akita, Hirofumi Wakaki

Publication date: 25 June 2010

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2010.03.014

zbMATH Keywords

likelihood ratioerror boundEdgeworth expansionhigh dimension

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20)

Related Items

High-dimensional Edgeworth expansion of the determinant of sample correlation matrix and its error bound ⋮ High-dimensional Edgeworth expansion of LR statistic for testing block circular symmetry covariance structure and its errors ⋮ High-dimensional asymptotic expansion of the null distribution for Schott’s test statistic for complete independence of normal random variables ⋮ Laplace Expansion for Bartlett--Nanda--Pillai Test Statistic and Its Error Bound ⋮ Computable Error Bounds for High-Dimensional Approximations of an LR Statistic for Additional Information in Canonical Correlation Analysis ⋮ Testing block-diagonal covariance structure for high-dimensional data under non-normality

Cites Work

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