Asymptotic null and nonnull distribution of Hotelling's \(T^ 2\)-statistic under the elliptical distribution (Q1360974)
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scientific article; zbMATH DE number 1038347
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| English | Asymptotic null and nonnull distribution of Hotelling's \(T^ 2\)-statistic under the elliptical distribution |
scientific article; zbMATH DE number 1038347 |
Statements
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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0.89811110496521
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0.8622053861618042
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0.8423649072647095
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