Asymptotic expansion for Lack-of-Fit test under nonnormality

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概要

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• It is shown that the Lack-of-Fit test can be considered as the likelihood ratio test on the mean structure for some linear model. The asymptotic expansion of the null distribution of the test statistic is derived up to order $n^{-1}$ under nonnormality. A certain robustness against nonnormality is also investigated.

• 広島大学の論文

著者

• Wakaki Hirofumi

  Department Of Mathematics Graduate School Of Science Hiroshima University

• Wakaki Hirofumi

  Department Of Mathematical Sciences Faculty Of Science Ehime University

• Matsumoto Chieko

  Institute of Economic Research, Hitotsubashi University

• Matsumoto Chieko

  Institute Of Economic Research Hitotsubashi University

関連論文

• Asymptotic expansion of the null distribution of the likelihood ratio statistic for testing the equality of variances in a nonnormal one-way ANOVA model
• Asymptotic expansion for Lack-of-Fit test under nonnormality
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