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
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