Bulletin of the Computational Statistics of Japan
Online ISSN : 2189-9789
Print ISSN : 0914-8930
ISSN-L : 0914-8930
CHANGE OF BASES OF MULTI-SYSTEM SYMMETRIC POLYNOMIALS AND THEIR APPLICATIONS IN DISTRIBUTION THEORY OF MULTI-VARIATE STATISTICS
Shigekazu NakagawaNaoto Niki
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1991 Volume 4 Issue 1 Pages 35-43

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Abstract
A general procedure for deriving asymptotic expansions for the distributions of multivariate statistics with symmetric property is given. To overcome the difficulty in obtaining higher order cumulants or moments, where huge amount of algebraic computation is required, we have developed an algorithm for the change of bases of multi-system symmetric polynomials and implemented it on computers as Lisp programs. Using them, together with the program library in REDUCE language composed for this research field by the authors, brings us expansion formulae expressed in terms of population moments or cumulants. An asymptotic expansion for the distribution of sample regressoin coefficient is illustrated as an example.
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© 1991 Japanese Society of Computational Statistics
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