In this paper, we study the Dempster trace criterion. When the number of
variables and the dimension of the null hypothesis 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
Publié le : 2007-11-15
Classification:
Asymptotic null distribution,
Dempster trace criterion,
high dimensional situation,
MANOVA test,
62E20,
62E10
@article{1200529812,
author = {Himeno, Tetsuo},
title = {Asymptotic expansions of the null distributions for the Dempster trace criterion},
journal = {Hiroshima Math. J.},
volume = {37},
number = {1},
year = {2007},
pages = { 431-454},
language = {en},
url = {http://dml.mathdoc.fr/item/1200529812}
}
Himeno, Tetsuo. Asymptotic expansions of the null distributions for the Dempster trace criterion. Hiroshima Math. J., Tome 37 (2007) no. 1, pp. 431-454. http://gdmltest.u-ga.fr/item/1200529812/