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Asymptotic expansion of the posterior density in high dimensional generalized linear models

✍ Scribed by Dasgupta, Shibasish; Khare, Kshitij; Ghosh, Malay


Book ID
125826607
Publisher
Elsevier Science
Year
2014
Tongue
English
Weight
514 KB
Volume
131
Category
Article
ISSN
0047-259X

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Asymptotic expansion of the null distrib
✍ Hirokazu Yanagihara πŸ“‚ Article πŸ“… 2003 πŸ› Elsevier Science 🌐 English βš– 250 KB

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