Asymptotic Expansions for the Distributions of Maximum and Sum of Quasi-Independent Hotelling'sT2Statistics Under Non Normality

DOI10.1080/03610920701648912zbMath1318.62249OpenAlexW2102837133MaRDI QIDQ5450538

Yoshihide Kakizawa

Publication date: 12 March 2008

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920701648912

zbMATH Keywords

asymptotic expansiondifferential operatorsimultaneous confidence intervalsnonnormalityquasi-independent Hotelling's \(T^{2}\) statistics

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Analysis of variance and covariance (ANOVA) (62J10) Paired and multiple comparisons; multiple testing (62J15)

Related Items (3)

Analyzing Mean Profiles of Nonnormal Populations ⋮ Expansions for the distribution and the maximum from distributions with an asymptotically gamma tail when a trend is present ⋮ Third-order power comparisons for a class of tests for multivariate linear hypothesis under general distributions

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