Improvement on Chi-Squared Approximation by Monotone Transformation
AbstractIt 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.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Bibliographic InfoArticle provided by Elsevier in its journal Journal of Multivariate Analysis.
Volume (Year): 60 (1997)
Issue (Month): 1 (January)
Contact details of provider:
Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- 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.
- 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.
- Fujikoshi, Yasunori, 2000. "Transformations with Improved Chi-Squared Approximations," Journal of Multivariate Analysis, Elsevier, vol. 72(2), pages 249-263, February.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei).
If references are entirely missing, you can add them using this form.