✦ LIBER ✦

Asymptotic expansions of the distributions of some test statistics for Gaussian ARMA processes

✍ Scribed by Masanobu Taniguchi

Publisher: Elsevier Science
Year: 1988
Tongue: English
Weight: 663 KB
Volume: 27
Category: Article
ISSN: 0047-259X
DOI: 10.1016/0047-259x(88)90144-3

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Validity of Edgeworth expansions of mini

Validity of Edgeworth expansions of minimum contrast estimators for Gaussian ARMA processes

✍ Masanobu Taniguchi 📂 Article 📅 1987 🏛 Elsevier Science 🌐 English ⚖ 983 KB

Higher-order asymptotic theory for discr

Higher-order asymptotic theory for discriminant analysis of Gaussian ARMA processes

✍ Guoqiang Zhang 📂 Article 📅 1994 🏛 Elsevier Science 🌐 English ⚖ 587 KB

Asymptotic distributions of the likeliho

Asymptotic distributions of the likelihood ratio test statistics for covariance structures of the complex multivariate normal distributions

✍ C Fang; P.R Krishnaiah; B.N Nagarsenker 📂 Article 📅 1982 🏛 Elsevier Science 🌐 English ⚖ 550 KB

Asymptotic expansions for distributions

Asymptotic expansions for distributions of the large sample matrix resultant and related statistics on the Stiefel manifold

✍ Yasuko Chikuse 📂 Article 📅 1991 🏛 Elsevier Science 🌐 English ⚖ 652 KB

Asymptotic expansions for the distributi

Asymptotic expansions for the distributions of functions of a correlation matrix

✍ Sadanori Konishi 📂 Article 📅 1979 🏛 Elsevier Science 🌐 English ⚖ 367 KB

An Asymptotic Expansion for the Distribu

An Asymptotic Expansion for the Distribution of Hotelling'sT2-Statistic under Nonnormality

✍ Yasunori Fujikoshi 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 630 KB

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