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Improvement on Chi-Squared Approximation by Monotone Transformation

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  • Fujisawa, Hironori
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    Abstract

    It is well known that Bartlett adjustment yields an improvement on the chi-squared approximations to the likelihood ratio test statistics. However, it is not possible to obtain such an improvement for some test statistics. Typical examples are the score test statistic and Hotelling'sT2-statistic. The purpose of the present paper is to give a general method for improving on the chi-squared approximation. The method suggested is based on a monotone transformation.

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    Bibliographic Info

    Article provided by Elsevier in its journal Journal of Multivariate Analysis.

    Volume (Year): 60 (1997)
    Issue (Month): 1 (January)
    Pages: 84-89

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    Handle: RePEc:eee:jmvana:v:60:y:1997:i:1:p:84-89

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    Related research

    Keywords: asymptotic expansion Barlett adjustment chi-squared approximation;

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    Cited by:
    1. Fujikoshi, Yasunori, 2000. "Transformations with Improved Chi-Squared Approximations," Journal of Multivariate Analysis, Elsevier, vol. 72(2), pages 249-263, February.
    2. Siotani, Minoru & Wakaki, Hirofumi, 2006. "Contributions to multivariate analysis by Professor Yasunori Fujikoshi," Journal of Multivariate Analysis, Elsevier, vol. 97(9), pages 1914-1926, October.
    3. Xu, Jin & Gupta, Arjun K., 2006. "Improved confidence regions for a mean vector under general conditions," Computational Statistics & Data Analysis, Elsevier, vol. 51(2), pages 1051-1062, November.

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