On the Durbin–Wagle randomization device and some of its applications

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.

MoreLess

Year of publication:	2012
Authors:	Szkutnik, Zbigniew
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 109.2012, C, p. 103-108
Publisher:	Elsevier
Subject:	Asymptotic distribution \| Quasi-most powerful invariant test \| Random substitution \| Sample configuration \| Testing multivariate normality

Online Resource

Check full text access |

More access options

Check Google Scholar

In libraries world-wide (WorldCat)

In German libraries (KVK)

subito order

I need help

More details

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010576494