Using expression (7.15) for Wr , show that the joint third and fourth cumulants are O(n3 /
Question:
Using expression (7.15) for Wr
, show that the joint third and fourth cumulants are O(n−3
/
2
) and O(n−2
) respectively. Derive the mean vector and covariance matrix. Hence justify the use of the Bartlett adjustment as a multiplicative factor.
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Related Book For
Tensor Methods In Statistics Monographs On Statistics And Applied Probability
ISBN: 9781315898018
1st Edition
Authors: Peter McCullagh
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