Asymptotic null and nonnull distribution of Hotelling's \(T^ 2\)-statistic under the elliptical distribution (Q1360974): Difference between revisions

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Latest revision as of 16:36, 27 May 2024

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Asymptotic null and nonnull distribution of Hotelling's \(T^ 2\)-statistic under the elliptical distribution
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    Asymptotic null and nonnull distribution of Hotelling's \(T^ 2\)-statistic under the elliptical distribution (English)
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    22 January 1998
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    asymptotic expansion
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    asymptotic nonnull distribution
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    Bartlett adjustment
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    joint distribution
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    elliptical distribution
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    Hotelling's T-square-statistic
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    kurtosis parameter
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    local alternative
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    marginal distribution
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    noncentral parameter
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    null hypothesis
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    percentiles
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    Taylor's expansion
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    zonal polynomials
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