The effects of nonnormality on asymptotic distributions of some likelihood ratio criteria for testing covariance structures under normal assumption
β Scribed by Hirokazu Yanagihara; Tetsuji Tonda; Chieko Matsumoto
- Book ID
- 108185445
- Publisher
- Elsevier Science
- Year
- 2005
- Tongue
- English
- Weight
- 330 KB
- Volume
- 96
- Category
- Article
- ISSN
- 0047-259X
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π SIMILAR VOLUMES
Within some classes of nonnormal distributions, we study the asymptotic distribution of the MLE in a covariance structure model based on an incorrect assumption of normality. The asymptotic covariance matrix of the MLE has a similar form as found when the sampling distribution is elliptical, though
The asymptotic distributions under local alternatives of two test criteria for testing the hypothesis that the characteristic roots of the covariance matrix of an elliptical population, assumed distinct, are equal to a set of specified numbers, are derived. The two tests are the modified likelihood