Econometrica Vol. 48 No. 5 1980
Some Approximations to the Distribution of Econometric Criteria which are Asymptotically Distributed as Chi-Squared
Abstract
[This paper is concerned with giving general conditions for the validity of a approximation to a distribution function by means of the weighted sum of a set of Chi-squared distribution functions. The conditions are very similar to those of [3]. The approximation is illustrated by an example of its use.]
- DOI
- 10.2307/1912174
- Volume
- 48
- Issue
- 5
- Pages
- 1107
- Sources
- bibtex:phds-export.bib crossref openalex