Open ZeyuSun opened 4 years ago
https://github.com/BenBarnard/covTestR/blob/b1f0730a0f1918023dcb9d7271a1e1031f77dc31/src/SrivastavaYanagihara2010.cpp#L49
This is where I think you implemented the consistent estimator in Theorem 2.1. The factor in the paper is $1/(n(n^2 + 3n + 4))$, but your code is actually $1/(n(n^2 + 30n + 4))^10$.
https://github.com/BenBarnard/covTestR/blob/b1f0730a0f1918023dcb9d7271a1e1031f77dc31/src/SrivastavaYanagihara2010.cpp#L49
This is where I think you implemented the consistent estimator in Theorem 2.1. The factor in the paper is $1/(n(n^2 + 3n + 4))$, but your code is actually $1/(n(n^2 + 30n + 4))^10$.