Approximation of the non-null distribution of generalized \(T^2\)-statistics

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

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

Related Items (2)

The second-order derivatives of matrices of eigenvalues and eigenvectors with an application to generalized \(F\)-statistic ⋮ MANOVA for large hypothesis degrees of freedom under non-normality

Cites Work

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• On the distributions of the Hotelling's \(T^ 2\)-statistics
• Asymptotic null and nonnull distribution of Hotelling's \(T^ 2\)-statistic under the elliptical distribution
• An asymptotic expansion for the distribution of Hotelling's \(T^ 2\)-statistic under nonnormality
• 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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