کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1146716 957526 2010 12 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
High-dimensional asymptotic expansion of LR statistic for testing intraclass correlation structure and its error bound
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز عددی
پیش نمایش صفحه اول مقاله
High-dimensional asymptotic expansion of LR statistic for testing intraclass correlation structure and its error bound
چکیده انگلیسی

This paper deals with the null distribution of a likelihood ratio (LR) statistic for testing the intraclass correlation structure. We derive an asymptotic expansion of the null distribution of the LR statistic when the number of variable pp and the sample size NN approach infinity together, while the ratio p/Np/N is converging on a finite nonzero limit c∈(0,1)c∈(0,1). Numerical simulations reveal that our approximation is more accurate than the classical χ2χ2-type and FF-type approximations as pp increases in value. Furthermore, we derive a computable error bound for its asymptotic expansion.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Multivariate Analysis - Volume 101, Issue 1, January 2010, Pages 101–112
نویسندگان
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