Asymptotics for multivariate \(t\)-statistic and Hotelling's \(T^ 2\)- statistic under infinite second moments via bootstrapping (Q1323844)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Asymptotics for multivariate \(t\)-statistic and Hotelling's \(T^ 2\)- statistic under infinite second moments via bootstrapping |
scientific article; zbMATH DE number 584027
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics for multivariate \(t\)-statistic and Hotelling's \(T^ 2\)- statistic under infinite second moments via bootstrapping |
scientific article; zbMATH DE number 584027 |
Statements
Asymptotics for multivariate \(t\)-statistic and Hotelling's \(T^ 2\)- statistic under infinite second moments via bootstrapping (English)
0 references
4 July 1994
0 references
infinite second moments
0 references
affine normalization
0 references
self normalization
0 references
central limit theorem
0 references
confidence region
0 references
Hotelling \(T\)-square statistic
0 references
analogue of Student's \(t\)-statistic
0 references
domain of attraction
0 references
normal law
0 references
chi-squared limiting distribution
0 references
generalized domain of attraction
0 references
bootstrap
0 references
bootstrap version of the multivariate \(t\)-statistic
0 references
