Asymptotic expansion for Lack-of-Fit test under nonnormality

Asymptotic expansions of the null distributions of test statistics for multivariate linear hypothesis under nonnormality

This paper is concerned with the distributions of some test statistics for a multivariate linear hypothesis under nonnormality. The test statistics considered include the likelihood ratio statistic, the Lawley-Hotelling trace criterion and the BartlettNanda-Pillai trace criterion, under normality. We derive asymptotic expansions of the null distributions of these test statistics up to the order...

The Efficiency of the Asymptotic Expansion of the Distribution of the Canonical Vector under Nonnormality

In canonical correlation analysis, canonical vectors are used in the interpretation of the canonical variables. We are interested in the asymptotic representation of the expectation, the variance and the distribution of the canonical vector. In this study, we derive the asymptotic distribution of the canonical vector under nonnormality. To obtain the asymptotic expansion of the canonical vector...

Nonparametric Test for Checking Lack-of-Fit of Quantile Regression Model under Random Censoring

Recently, considerable attention has been devoted to quantile regression under random censoring in both statistical and econometrical literature yet little has been done on the important problem of model checking. This paper proposes a nonparametric test for checking the lack-of-fit of the quantile function of the survival time given the covariates when the survival time is subjected to random ...

Asymptotic expansions of the distributions of estimators in canonical correlation analysis under nonnormality

Asymptotic expansions of the distributions of typical estimators in canonical correlation analysis under nonnormality are obtained. The expansions include the Edgeworth expansions up to order O(1/n) for the parameter estimators standardized by the population standard errors, and the corresponding expansion by Hall’s method with variable transformation. The expansions for the Studentized estimat...

Asymptotic expansions in the singular value decomposition for cross covariance and correlation under nonnormality