An application of Lévy's inversion formula for higher order asymptotic expansion

DOI10.1016/S0378-3758(01)00254-3zbMath0992.62016OpenAlexW2067103215MaRDI QIDQ1611789

Toshiya Iwashita, Takashi Seo

Publication date: 28 August 2002

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(01)00254-3

zbMATH Keywords

characteristic functionelliptical distributionHotelling's \(T\)-square

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20)

Related Items (5)

An asymptotic expansion of the distribution of Student's \(t\) type statistic under spherical distributions ⋮ Asymptotic expansions of the null distributions of some test statistics for profile analysis in general distributions ⋮ Contaminated normal type symmetry model and decomposition of symmetry for square contingency tables ⋮ Hotelling's one-sample and two-sample \(T^2\) tests and the multivariate Behrens-Fisher problem under nonnormality ⋮ On the Distributions of some Test Statistics for Profile Analysis in Elliptical Populations

Cites Work

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• On the distributions of the Hotelling's \(T^ 2\)-statistics
• On moment conditions for valid formal Edgeworth expansions
• 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
• Bilinear forms and zonal polynomials
• Asymptotic Formulae for the Distribution of Hotelling's Generalized $T^2_0$ Statistic
• Asymptotic distributions of likelihood ratio criteria for testing latent roots and latent vectors of a covariance matrix under an elliptical population
• An Asymptotic Expansion of the Distribution of Hotelling'sT²-Statistic Under General Distributions
• An Asymptotic Expansion of the Non-Null Distribution of Hotelling's Generalized $T_0^2$-Statistic

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