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Volumn 31, Issue 4, 2004, Pages 585-601

A dimensional CLT for non-central Wilks' lambda in multivariate analysis

Author keywords

Cumulants; Hypergeometric function; Likelihood ratio; Method of moments; Moment generating function; Zonal polynomials

Indexed keywords


EID: 10444271770     PISSN: 03036898     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1467-9469.2004.00408.x     Document Type: Article
Times cited : (9)

References (15)
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  • 3
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    • Butler, R. W., Huzurbazar, S. & Booth, J. G. (1992). Saddlepoint approximations for the generalized variance and Wilks' statistic. Biometrika 79, 157-169.
    • (1992) Biometrika , vol.79 , pp. 157-169
    • Butler, R.W.1    Huzurbazar, S.2    Booth, J.G.3
  • 4
    • 0036389689 scopus 로고    scopus 로고
    • Laplace approximations for hypergeometric functions with matrix argument
    • Butler, R. W. & Wood, A. T. A. (2002a). Laplace approximations for hypergeometric functions with matrix argument. Ann. Statist. 30, 1155-1177.
    • (2002) Ann. Statist. , vol.30 , pp. 1155-1177
    • Butler, R.W.1    Wood, A.T.A.2
  • 5
    • 10444234013 scopus 로고    scopus 로고
    • Approximation of power in multivariate analysis
    • Tentatively accepted
    • Butler, R. W. & Wood, A. T. A. (2002b). Approximation of power in multivariate analysis. Tentatively accepted by Statistics and Computing.
    • (2002) Statistics and Computing
    • Butler, R.W.1    Wood, A.T.A.2
  • 8
    • 0003175161 scopus 로고
    • Tail probability approximations
    • Daniels, H. E. (1987). Tail probability approximations. Int. Statist. Rev. 55, 37-48.
    • (1987) Int. Statist. Rev. , vol.55 , pp. 37-48
    • Daniels, H.E.1
  • 9
    • 0001176427 scopus 로고
    • A large deviation type approximation for the "Box-class" of likelihood ratio criteria
    • Jensen, J. L. (1991). A large deviation type approximation for the "Box-class" of likelihood ratio criteria. J. Amer. Statist. Assoc. 86, 437-440.
    • (1991) J. Amer. Statist. Assoc. , vol.86 , pp. 437-440
    • Jensen, J.L.1
  • 11
    • 0000660352 scopus 로고
    • Saddlepoint approximations for the distribution of the sum of independent random variables
    • Lugananni, R. & Rice, S. (1980). Saddlepoint approximations for the distribution of the sum of independent random variables. Adv. Appl. Probab. 12, 475-490.
    • (1980) Adv. Appl. Probab. , vol.12 , pp. 475-490
    • Lugananni, R.1    Rice, S.2
  • 14
    • 38249004380 scopus 로고
    • Saddlepoint method for obtaining tail probability of Wilks' likelihood ratio test
    • Srivastava, M. S. & Yau, W. K. (1989). Saddlepoint method for obtaining tail probability of Wilks' likelihood ratio test. J. Mult. Anal. 31, 117-126.
    • (1989) J. Mult. Anal. , vol.31 , pp. 117-126
    • Srivastava, M.S.1    Yau, W.K.2
  • 15
    • 0006346414 scopus 로고
    • Deriving unbiased risk estimators of multinomial mean and regression coefficient estimator using zonal polynomials
    • Zidek, J. (1978). Deriving unbiased risk estimators of multinomial mean and regression coefficient estimator using zonal polynomials. Ann. Statist. 6, 769-782.
    • (1978) Ann. Statist. , vol.6 , pp. 769-782
    • Zidek, J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.