Asymptotic expansions of the null distribution for the Dempster trace criterion

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概要

• 論文の詳細を見る

• In this paper, we study the Dempster trace criterion. When the number of variables and the dimension of the nullhypothesis are large relative to sample size, we derive the asymptotic distribution and Cornish-Fisher expansion of the Dempster trace criterion in the cases such that the covariance matrix is known and that the covariance matrix is unknown. Finally, we study the accuracy of the asymptotic expansion by the numerical simulation.

• 広島大学の論文
• 2007-11-00

著者

• HIMENO Tetsuto

  Graduate School of Mathematics, Kyushu University

• Himeno Tetsuto

  Graduate School Of Mathematics Kyushu University

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• ASYMPTOTIC RESULTS OF A HIGH DIMENSIONAL MANOVA TEST AND POWER COMPARISON WHEN THE DIMENSION IS LARGE COMPARED TO THE SAMPLE SIZE
• Asymptotic expansions of the null distribution for the Dempster trace criterion

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