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
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
Journal title :
Journal of Multivariate Analysis