• Title of article

    High-dimensional Edgeworth expansion of a test statistic on independence and its error bound

  • Author/Authors

    Akita، نويسنده , , Tomoyuki and Jin، نويسنده , , Jinghua and Wakaki، نويسنده , , Hirofumi، نويسنده ,

  • Issue Information
    دوفصلنامه با شماره پیاپی سال 2010
  • Pages
    8
  • From page
    1806
  • To page
    1813
  • Abstract
    In this paper, we calculate Edgeworth expansion of a test statistic on independence when some of the parameters are large, and simulate the goodness of fit of its approximation. We also calculate an error bound for Edgeworth expansion. Some tables of the error bound are given, which show that the derived bound is sufficiently small for practical use.
  • Keywords
    high dimension , Error Bound , Likelihood ratio , Edgeworth expansion
  • Journal title
    Journal of Multivariate Analysis
  • Serial Year
    2010
  • Journal title
    Journal of Multivariate Analysis
  • Record number

    1565464