This paper is concerned with investigation into the behavior of the likelihood ratio test statistic G2 when the alternative hypothesis M ( Q ) is the true model. Exact moments of G2 are computed empirically and three approximations are considered for approximating the non-null distribution of G2. Ou
โฆ LIBER โฆ
Asymtotic expansion of the non-null distribution of the ratio of two conditionally independent Hotelling'sT02-statistics
โ Scribed by Charissa Chou; Minoru Siotani
- Publisher
- Springer Japan
- Year
- 1974
- Tongue
- English
- Weight
- 479 KB
- Volume
- 26
- Category
- Article
- ISSN
- 0020-3157
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
Approximating the Non-Null Distribution
โ
Prof. H. B. Lawal
๐
Article
๐
1992
๐
John Wiley and Sons
๐
English
โ 381 KB
๐ 3 views
Asymptotic expansions of the non-null di
โ
Yasunori Fujikoshi
๐
Article
๐
1974
๐
Springer Japan
๐
English
โ 401 KB
An Asymptotic Expansion for the Distribu
โ
Yasunori Fujikoshi
๐
Article
๐
1997
๐
Elsevier Science
๐
English
โ 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
Asymptotic Expansion for the Null Distri
โ
Solomon W. Harrar; Arjun K. Gupta
๐
Article
๐
2006
๐
Springer Japan
๐
English
โ 253 KB
Non-null distributions of the likelihood
โ
Hisao Nagao
๐
Article
๐
1972
๐
Springer Japan
๐
English
โ 498 KB
Asymptotic expansions of the non-null di
โ
Yasunori Fujikoshi
๐
Article
๐
1971
๐
Springer Japan
๐
English
โ 570 KB