High-dimensional Edgeworth expansion of a test statistic on independence and its error bound |
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Authors: | Tomoyuki Akita Jinghua Jin |
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Institution: | a Department of Mathematics, Hiroshima University, Japan b Daiichi Giken Co. Ltd., Japan |
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Abstract: | In this paper, we calculate Edgeworth expansion of a test statistic on independence when some of the parameters are large, and simulate the goodness of fit of its approximation. We also calculate an error bound for Edgeworth expansion. Some tables of the error bound are given, which show that the derived bound is sufficiently small for practical use. |
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Keywords: | primary 62E20 secondary 62H10 |
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