Asymptotic expansion of the null distribution of the modified normal likelihood ratio criterion for testing \(\Sigma=\Sigma_0\) under nonnormality
type: Item
instance of: scholarly article
title: Asymptotic expansion of the null distribution of the modified normal likelihood ratio criterion for testing \(\Sigma=\Sigma_0\) under nonnormality
zbMATH Open document ID: 1048.62020
author: Hirokazu Yanagihara
author: Chieko Matsumoto
author: Tetsuji Tonda
published in: Hiroshima Mathematical Journal
publication date: 2004-10-28T00:00:00Z
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62H15
zbMATH DE Number: 2111508
zbMATH Keywords: asymptotic expansion
zbMATH Keywords: Bartlett correction
zbMATH Keywords: Edgeworth expansion
zbMATH Keywords: model misspecification
zbMATH Keywords: nonnormality
zbMATH Keywords: null distribution
zbMATH Keywords: robustness
zbMATH Keywords: testing covariance structure
zbMATH Keywords: weighted sum of chi-squared variables
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 2111508