A comparison of higher-order local powers of a class of one-way MANOVA tests under general distributions
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Cribari-Neto, Francisco & Ferrari, Silvia L. P., 2001. "Monotonic improved critical values for two [chi]2 asymptotic criteria," Economics Letters, Elsevier, vol. 71(3), pages 307-316, June.
- Fujikoshi, Yasunori, 1997. "An Asymptotic Expansion for the Distribution of Hotelling'sT2-Statistic under Nonnormality," Journal of Multivariate Analysis, Elsevier, vol. 61(2), pages 187-193, May.
- Fujikoshi, Yasunori, 1988. "Comparison of powers of a class of tests for multivariate linear hypothesis and independence," Journal of Multivariate Analysis, Elsevier, vol. 26(1), pages 48-58, July.
- Mukerjee, R. & Gupta, A. S., 1993. "Comparison between the Locally Most Mean Power Unbiased and Rao's Tests in the Multiparameter Case," Journal of Multivariate Analysis, Elsevier, vol. 45(1), pages 9-24, April.
- Magdalinos, Michael A., 1992. "Stochastic Expansions and Asymptotic Approximations," Econometric Theory, Cambridge University Press, vol. 8(3), pages 343-367, September.
- Magdalinos, Michael A, 1994. "Testing Instrument Admissibility: Some Refined Asymptotic Results," Econometrica, Econometric Society, vol. 62(2), pages 373-404, March.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Bodnar, Olha & Touli, Elena Farahbakhsh, 2023. "Exact test theory in Gaussian graphical models," Journal of Multivariate Analysis, Elsevier, vol. 196(C).
- Kakizawa, Yoshihide, 2009. "Third-order power comparisons for a class of tests for multivariate linear hypothesis under general distributions," Journal of Multivariate Analysis, Elsevier, vol. 100(3), pages 473-496, March.
- Bodnar, Taras & Dette, Holger & Parolya, Nestor, 2019. "Testing for independence of large dimensional vectors," MPRA Paper 97997, University Library of Munich, Germany, revised May 2019.
- Kakizawa, Yoshihide, 2012. "Improved chi-squared tests for a composite hypothesis," Journal of Multivariate Analysis, Elsevier, vol. 107(C), pages 141-161.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Kakizawa, Yoshihide, 2009. "Third-order power comparisons for a class of tests for multivariate linear hypothesis under general distributions," Journal of Multivariate Analysis, Elsevier, vol. 100(3), pages 473-496, March.
- Kakizawa, Yoshihide, 2015. "Third-order local power properties of tests for a composite hypothesis, II," Journal of Multivariate Analysis, Elsevier, vol. 140(C), pages 99-112.
- Loperfido, Nicola, 2014. "Linear transformations to symmetry," Journal of Multivariate Analysis, Elsevier, vol. 129(C), pages 186-192.
- Symeonides Spyridon D. & Karavias Yiannis & Tzavalis Elias, 2017.
"Size corrected Significance Tests in Seemingly Unrelated Regressions with Autocorrelated Errors,"
Journal of Time Series Econometrics, De Gruyter, vol. 9(1), pages 1-41, January.
- Spyridon D. Symeondes & Yiannis Karavias & Elias Tzavalis, 2014. "Size corrected significance tests in Seemingly Unrelated Regressions with autocorrelated errors," Discussion Papers 14/01, University of Nottingham, Granger Centre for Time Series Econometrics.
- Stelios Arvanitis & Antonis Demos, 2015.
"A class of indirect inference estimators: higher‐order asymptotics and approximate bias correction,"
Econometrics Journal, Royal Economic Society, vol. 18(2), pages 200-241, June.
- Stelios Arvanitis & Antonis Demos, 2014. "A Class of Indirect Inference Estimators: Higher Order Asymptotics and Approximate Bias Correction (Revised)," DEOS Working Papers 1411, Athens University of Economics and Business, revised 23 Sep 2014.
- Antonis Demos & Stelios Arvanitis, 2010. "A New Class of Indirect Estimators and Bias Correction," DEOS Working Papers 1023, Athens University of Economics and Business.
- Cribari-Netoa, Francisco & Ferrari, Silvia L. P., 1995. "Bartlett-corrected tests for heteroskedastic linear models," Economics Letters, Elsevier, vol. 48(2), pages 113-118, May.
- repec:aue:wpaper:1214 is not listed on IDEAS
- Wilhelm, Daniel, 2015.
"Optimal Bandwidth Selection For Robust Generalized Method Of Moments Estimation,"
Econometric Theory, Cambridge University Press, vol. 31(5), pages 1054-1077, October.
- Daniel Wilhelm, 2014. "Optimal bandwidth selection for robust generalized method of moments estimation," CeMMAP working papers CWP15/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- Kakizawa, Yoshihide, 2012. "Improved chi-squared tests for a composite hypothesis," Journal of Multivariate Analysis, Elsevier, vol. 107(C), pages 141-161.
- Arvanitis Stelios & Demos Antonis, 2018.
"On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Inference Estimators,"
Journal of Econometric Methods, De Gruyter, vol. 7(1), pages 1-38, January.
- Stelios Arvanitis & Antonis Demos, 2014. "On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Inference Estimators," DEOS Working Papers 1406, Athens University of Economics and Business.
- Kakizawa, Yoshihide, 2010. "Comparison of Bartlett-type adjusted tests in the multiparameter case," Journal of Multivariate Analysis, Elsevier, vol. 101(7), pages 1638-1655, August.
- Gupta, Arjun K. & Xu, Jin & Fujikoshi, Yasunori, 2006. "An asymptotic expansion of the distribution of Rao's U-statistic under a general condition," Journal of Multivariate Analysis, Elsevier, vol. 97(2), pages 492-513, February.
- Kakizawa, Yoshihide, 2017. "Third-order average local powers of Bartlett-type adjusted tests: Ordinary versus adjusted profile likelihood," Journal of Multivariate Analysis, Elsevier, vol. 153(C), pages 98-120.
- Hwang, Jungbin & Kang, Byunghoon & Lee, Seojeong, 2022.
"A doubly corrected robust variance estimator for linear GMM,"
Journal of Econometrics, Elsevier, vol. 229(2), pages 276-298.
- Jungbin Hwang & Byunghoon Kang & Seojeong Lee, 2019. "A Doubly Corrected Robust Variance Estimator for Linear GMM," Papers 1908.07821, arXiv.org, revised May 2020.
- Jungbin Hwang & Byunghoon Kang & Seojeong Lee, 2019. "A Doubly Corrected Robust Variance Estimator for Linear GMM," Discussion Papers 2019-08, School of Economics, The University of New South Wales.
- Jungbin Hwang & Byunghoon Kang & Seojeong Lee, 2019. "A Doubly Corrected Robust Variance Estimator for Linear GMM," Working Papers 274731767, Lancaster University Management School, Economics Department.
- Yujun Wu & Marc G. Genton & Leonard A. Stefanski, 2006. "A Multivariate Two-Sample Mean Test for Small Sample Size and Missing Data," Biometrics, The International Biometric Society, vol. 62(3), pages 877-885, September.
- Akita, Tomoyuki & Jin, Jinghua & Wakaki, Hirofumi, 2010. "High-dimensional Edgeworth expansion of a test statistic on independence and its error bound," Journal of Multivariate Analysis, Elsevier, vol. 101(8), pages 1806-1813, September.
- Stelios Arvanitis & Antonis Demos, 2012. "Valid Locally Uniform Edgeworth Expansions Under Weak Dependence and Sequences of Smooth Transformations," DEOS Working Papers 1229, Athens University of Economics and Business, revised 24 Aug 2012.
- Daniel Wilhelm, 2014. "Optimal bandwidth selection for robust generalized method of moments estimation," CeMMAP working papers 15/14, Institute for Fiscal Studies.
- Magdalinos, Michael A. & Symeonides, Spyridon D., 1996. "A reinterpretation of the tests of overidentifying restrictions," Journal of Econometrics, Elsevier, vol. 73(2), pages 325-353, August.
More about this item
Keywords
Asymptotic expansion Nonnull distribution Differential operator One-way MANOVA Nonnormality Bartlett's type adjustment Cornish-Fisher's type adjustment;Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jmvana:v:99:y:2008:i:6:p:1128-1153. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.