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Asymptotic distribution of the latent roots of the noncentral wishart distribution and the power of the likelihood ratio test for nonadditivity
Author(s) -
Carter E. M.,
Srivastava M. S.
Publication year - 1980
Publication title -
canadian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.804
H-Index - 51
eISSN - 1708-945X
pISSN - 0319-5724
DOI - 10.2307/3314677
Subject(s) - wishart distribution , mathematics , likelihood ratio test , remainder , distribution (mathematics) , noncentral chi squared distribution , asymptotic distribution , asymptotic analysis , v statistic , power (physics) , statistics , ratio distribution , mathematical analysis , physics , multivariate statistics , arithmetic , quantum mechanics , estimator
In this paper the asymptotic distribution of the roots of the noncentral Wishart distribution is derived with a remainder term of O(n −2 ). This distribution is used to derive the asymptotic distribution of the likelihood ratio test for nonadditivity. Some calculated values of the asymptotic power of this test is given. Also, an estimate of σ 2 with a bias term of the order O(n −3/2 ) is given.