An Asymptotic Expansion for the Null Distribution of the Efficient Score Statistic
โ Scribed by P. Harris
- Book ID
- 119998376
- Publisher
- Oxford University Press
- Year
- 1985
- Tongue
- English
- Weight
- 755 KB
- Volume
- 72
- Category
- Article
- ISSN
- 0006-3444
- DOI
- 10.2307/2336738
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๐ SIMILAR VOLUMES
In this paper we obtain an asymptotic expansion for the distribution of Hotelling's T 2 -statistic T 2 under nonnormality when the sample size is large. In the derivation we find an explicit Edgeworth expansion of the multivariate t-statistic. Our method is to use the Edgeworth expansion and to expa
This paper is concerned with the null distribution of test statistic T for testing a linear hypothesis in a linear model without assuming normal errors. The test statistic includes typical ANOVA test statistics. It is known that the null distribution of T converges to w 2 when the sample size n is l