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A family of scaling corrections aimed to improve the chi-square approximation of goodness-of-fit test statistics in small samples, large models, and nonnormal data was proposed in Satorra and Bentler (1994). For structural equations models, Satorra-Bentler's (SB) scaling corrections are...
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Two noninteger parameters are defined for MAX statistics, which are maxima of d simpler test statistics. The first parameter, dMAX, is the fractional number of tests, representing the equivalent numbers of independent tests in MAX. If the d tests are dependent, dMAX d. The second parameter is...
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The paper makes two contributions. First, we provide a formula for the exact distribution of the periodogram evaluated at any arbitrary frequency, when the sample is taken from any zero-mean stationary Gaussian process. The inadequacy of the asymptotic distribution is demonstrated through an...
Persistent link: https://www.econbiz.de/10005644494
We revisit the problem of sequential fixed-width interval estimation of the mean of a normal population. For a two-stage procedure, we derive an approximation to the coverage probability, when the variance has a known lower bound. Our approximation is more explicit than a recent result.
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In analysing time series of counts, the need to test for the presence of a dependence structure routinely arises. Suitable tests for this purpose are considered in this paper.
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