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- W3037692241 abstract "In this chapter we consider statistics with Box-types of moments. Such statistics appear as various likelihood ratio statistics for multivariate normal populations. First, their large-sample approximation method is explained. Then, we derive their high-dimensional asymptotic expansions. Further, it is noted that an error bound for high-dimensional asymptotic expansions can be derived for some statistics including the lambda distribution." @default.
- W3037692241 created "2020-07-02" @default.
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- W3037692241 date "2020-01-01" @default.
- W3037692241 modified "2023-10-17" @default.
- W3037692241 title "Likelihood Ratio Tests with Box-Type Moments" @default.
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- W3037692241 doi "https://doi.org/10.1007/978-981-13-2616-5_6" @default.
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