An asymptotic expansion for the distribution of Hotelling's \(T^ 2\)-statistic under nonnormality
type: Item
instance of: scholarly article
title: An asymptotic expansion for the distribution of Hotelling's \(T^ 2\)-statistic under nonnormality
zbMATH Open document ID: 0873.62017
author: Yasunori Fujikoshi
published in: Journal of Multivariate Analysis
publication date: 1997-11-04T00:00:00Z
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62H10
zbMATH DE Number: 1040616
zbMATH Keywords: Hotelling's T-square statistic
zbMATH Keywords: asymptotic expansion
zbMATH Keywords: nonnormality
zbMATH Keywords: explicit Edgeworth expansion
zbMATH Keywords: multivariate \(t\)-statistic
zbMATH Keywords: characteristic function
MaRDI profile type: Publication
full work available at URL: jmva.1997.1668
OpenAlex ID: W2060813903
cites work: Q3796553
cites work: Q4293659
cites work: On moment conditions for valid formal Edgeworth expansions
cites work: On the validity of the formal Edgeworth expansion
cites work: Edgeworth expansion for Student's t statistic under minimal moment conditions
cites work: The bootstrap and Edgeworth expansion
cites work: An Asymptotic Expansion of the Distribution of Hotelling'sT2-Statistic Under General Distributions
cites work: On the robustness of hotelling's T2-test anb distribution of linear and quadratic forms III sampling from a mixture of two mult11ariate normal populations
DOI: 10.1006/JMVA.1997.1668
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description: scientific article; zbMATH DE number 1040616