Asymptotic distribution of a generalized Hotelling's T//\(0^ 2\) in the doubly noncentral case

DOI10.1007/BF02480915zbMath0472.62063MaRDI QIDQ1157859

Takesi Hayakawa

Publication date: 1981

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

Laguerre polynomialschi-square distributioninvariant polynomial matrix arguments

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45)

Related Items (3)

On some formulas for weighted sum of invariant polynomials of two matrix arguments ⋮ Invariant Polynomials and Related Tests ⋮ Some properties of invariant polynomials with matrix arguments and their applications in econometrics

Cites Work

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• On the distributions of the Hotelling's \(T^ 2\)-statistics
• Invariant polynomials with two matrix arguments extending the zonal polynomials: Applications to multivariate distribution theory
• On the derivation of the asymptotic distribution of the generalized Hotelling's \(T^2_0\)
• The Asymptotic Noncentral Distribution of Hotelling's Generalized $T_0^2$
• The Distribution of Hotelling's Generalised $T_0^2$
• Asymptotic Expansions of the Non-Null Distributions of the Likelihood Ratio Criteria for Multivariate Linear Hypothesis and Independence
• Distribution of the Canonical Correlations and Asymptotic Expansions for Distributions of Certain Independence Test Statistics
• Asymptotic Formulae for the Distribution of Hotelling's Generalized $T_0^2$ Statistic. II
• A System of Linear Differential Equations for the Distribution of Hotelling's Generalized $T_o^2$

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