The likelihood ratio criterion of sphericity test, its asymptotic expansion and limiting distribution are obtained.
论文得到了球形检验的似然比准则,它的渐近展开与极限分布。
2
It is shown that the asymptotic null distribution of the modified likelihood ratio test proposed is derived and found to be relatively simple and easily applied.
最新的文献表明这个提出的修正似然比检验统计量在零假设下的渐近分布是比较简单,并且是容易应用的。
3
To overcome the long test time and big error in single variable open loop step test method, a novel identification method based on asymptotic theory (asym) is presented.