Adjustment of Bartlett Type to Hotelling'sT2-Statistic Under Elliptical Distributions

DOI10.1080/01966324.1997.10737431zbMath0891.62008OpenAlexW2317825316WikidataQ58117227 ScholiaQ58117227MaRDI QIDQ4353747

Toshiya Iwashita

Publication date: 23 October 1997

Published in: American Journal of Mathematical and Management Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01966324.1997.10737431

zbMATH Keywords

asymptotic expansionelliptical distributionslikelihood ratio test statisticBartlett adjustmentHotelling's T-square statistic

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Approximations to statistical distributions (nonasymptotic) (62E17)

Cites Work

• Unnamed Item
• On the distributions of the Hotelling's \(T^ 2\)-statistics
• The likelihood ratio criterion and the asymptotic expansion of its distribution
• On the validity of the formal Edgeworth expansion
• Asymptotic Formulae for the Distribution of Hotelling's Generalized $T^2_0$ Statistic
• Measures of multivariate skewness and kurtosis with applications
• An Asymptotic Expansion of the Non-Null Distribution of Hotelling's Generalized $T_0^2$-Statistic

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