An everywhere convergent series representation of the distribution of Hotelling's generalized \(T^ 2_ 0\)

DOI10.1016/0047-259X(87)90003-0zbMath0629.62055MaRDI QIDQ1094041

Peter C. B. Phillips

Publication date: 1987

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

invariant polynomialsexact distributionWishart distributionsexplicit formulaenull distributioneverywhere convergent seriesHotelling generalized T-square distributionnon-central distributions

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Exact distribution theory in statistics (62E15) Convergence and divergence of series and sequences of functions (40A30)

Related Items (3)

An everywhere convergent series representation of the distribution of Hotelling's generalized \(T^ 2_ 0\) ⋮ On the distribution of the function of the F-matrix under an elliptical population ⋮ Invariant Polynomials and Related Tests

Cites Work

• An everywhere convergent series representation of the distribution of Hotelling's generalized \(T^ 2_ 0\)
• Invariant polynomials with two matrix arguments extending the zonal polynomials: Applications to multivariate distribution theory
• On the exact distribution of Hotelling's generalized \(T_ 0^ 2\)
• Further applications of a differential equation for Hotelling's generalized \(\mathbb{T}^2_\circ\)
• The Exact Distribution of the Wald Statistic
• Further tabulation of Hotelling's generalized
• Distributions of Characteristic Roots in Multivariate Analysis Part I. Null Distributions
• Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution
• On the distribution of hotelling's trace and power comparisons
• The Distribution of Hotelling's Generalised $T_0^2$
• A System of Linear Differential Equations for the Distribution of Hotelling's Generalized $T_o^2$
• A GENERALIZATION OF FISHER'S z TEST
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