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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 2023 Volume 68, Issue 4, Pages 705–718 (Mi tvp5644)

Laplace expansion for Bartlett–Nanda–Pillai's test statistic and its error bound

H. Wakakia, V. V. Ulyanovbc

a Graduate School of Advanced Science and Engineering, Hiroshima University, Higashi-Hirosima, Japan
b Lomonosov Moscow State University
c HSE University, Moscow

Abstract: We construct asymptotic expansions for the distribution function of the Bartlett–Nanda–Pillai statistic under the condition that the null linear hypothesis is valid in a multivariate linear model. Computable estimates of the accuracy of approximation are obtained via the Laplace approximation method, which is generalized to integrals for matrix-valued functions.

Keywords: Bartlett–Nanda–Pillai statistics, nonasymptotic analysis, Laplace approximation method.

Received: 12.03.2023
Accepted: 18.09.2023

DOI: 10.4213/tvp5644


 English version:
Theory of Probability and its Applications, 2024, 68:4, 570–581

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© Steklov Math. Inst. of RAS, 2024