Asymptotic expansion for Lack-of-Fit test under nonnormality

• Matsumoto Chieko

  Institute of Economic Research, Hitotsubashi University

• Wakaki Hirofumi

  Department of Mathematics, Graduate School of Science, Hiroshima University

抄録

It is shown that the Lack-of-Fit test can be considered as the likelihood ratio test on the mean structure for some linear model. The asymptotic expansion of the null distribution of the test statistic is derived up to order $n^{-1}$ under nonnormality. A certain robustness against nonnormality is also investigated.

収録刊行物

• Hiroshima mathematical journal

  Hiroshima mathematical journal 36 (1), 29-38, 2006-03

  広島大学

詳細情報

• CRID: 1572824501810506880
• NII論文ID: 110004455833
• NII書誌ID: AA00664323
• ISSN: 00182079
• 本文言語コード: en
• データソース種別:
  • CiNii Articles