Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1146021 | Journal of Multivariate Analysis | 2012 | 6 Pages |
Abstract
Validity of Wagle's multivariate extension of the Durbin randomization device is directly proved and some vague points of the original paper are clarified. The device is then used in a non-standard way to obtain asymptotic distributions of some functions of the multivariate Gaussian sample configuration. Applications comprise, e.g., null distributions of some statistics naturally emerging in the context of invariant testing multivariate normality.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis
Authors
Zbigniew Szkutnik,