An Asymptotic Expansion of the Non-Null Distribution of Hotelling's Generalized $T_0^2$-Statistic

DOI10.1214/aoms/1177693406zbMath0249.62051OpenAlexW2093797135MaRDI QIDQ5663246

Publication date: 1971

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177693406

Mathematics Subject Classification ID

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

Related Items (24)

Adaptive threshold-based classification of sparse high-dimensional data ⋮ Asymptotic null and nonnull distribution of Hotelling's $T^ 2$-statistic under the elliptical distribution ⋮ Asymptotic expansions of the null distributions of some test statistics for profile analysis in general distributions ⋮ Tests on the Equality of Two Multiple Correlation Coefficients ⋮ High dimensional asymptotics for the naive Hotelling T² statistic in pattern recognition ⋮ On the distribution of the function of the F-matrix under an elliptical population ⋮ Higher-order Bartlett-type adjustment ⋮ Adjustment of Bartlett Type to Hotelling'sT²-Statistic Under Elliptical Distributions ⋮ Hotelling's one-sample and two-sample $T^2$ tests and the multivariate Behrens-Fisher problem under nonnormality ⋮ On the derivation of the asymptotic distribution of the generalized Hotelling's $T^2_0$ ⋮ Distributions of Lawley-Hotelling'sT₀²and Related Statistics: A Review ⋮ Invariant Polynomials and Related Tests ⋮ Further asymptotic formulas for the non-null distributions of three statistics for multivariate linear hypothesis ⋮ On the Distributions of some Test Statistics for Profile Analysis in Elliptical Populations ⋮ Asymptotic formulas for the distributions of three statistics for multivariate linear hypothesis ⋮ Asymptotic formulas for the non-null distributions of three statistics for multivariate linear hypothesis ⋮ Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution ⋮ Asymptotic expansion of the non-null distribution of the ratio of two conditionally independent Hotelling's $T^2_0$-statistics ⋮ Asymptotic expansions of the non-nuu distributions of three statistics in GMANOVA ⋮ Siotani's Contributions to Multivariate Statistical Analysis ⋮ Asymptotic Expansion for Sampling Distribution and Sample Size in Statistical Inference I–Presentation of the Problem, Illustrated by the T²-Test ⋮ An Asymptotic Expansion of the Distribution of Hotelling'sT²-Statistic Under General Distributions ⋮ Approximation of the non-null distribution of generalized $T^2$-statistics ⋮ An application of Lévy's inversion formula for higher order asymptotic expansion

This page was built for publication: An Asymptotic Expansion of the Non-Null Distribution of Hotelling's Generalized $T_0^2$-Statistic