Approximation of the non-null distribution of generalized \(T^2\)-statistics
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Publication:1595136
DOI10.1016/S0024-3795(00)00223-8zbMath1157.62327OpenAlexW1976095974MaRDI QIDQ1595136
Anne-Mai Parring, Tõnu Kollo, Kai-Tai Fang
Publication date: 11 February 2001
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0024-3795(00)00223-8
Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)
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Cites Work
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- The derivative of an orthogonal matrix of eigenvectors of a symmetric matrix
- Asymptotic Formulae for the Distribution of Hotelling's Generalized $T^2_0$ Statistic
- Exact t and F Tests for Analyzing Studies with Multiple Endpoints
- The Generalization of Student's Ratio
- An Asymptotic Expansion of the Distribution of Hotelling'sT2-Statistic Under General Distributions
- New Tests for Data with an Inherent Structure
- An Asymptotic Expansion of the Non-Null Distribution of Hotelling's Generalized $T_0^2$-Statistic
- Distributions of Lawley-Hotelling'sT02and Related Statistics: A Review
- The Transformation of Statistics to Simplify their Distribution
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