An asymptotic expansion for the distribution of Hotelling's \(T^ 2\)-statistic under nonnormality (Q1361807)
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scientific article; zbMATH DE number 1040616
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| English | An asymptotic expansion for the distribution of Hotelling's \(T^ 2\)-statistic under nonnormality |
scientific article; zbMATH DE number 1040616 |
Statements
An asymptotic expansion for the distribution of Hotelling's \(T^ 2\)-statistic under nonnormality (English)
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4 November 1997
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Hotelling's T-square statistic
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asymptotic expansion
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nonnormality
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explicit Edgeworth expansion
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multivariate \(t\)-statistic
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characteristic function
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0.97447973
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0.9443472
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0.93990386
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0.9279261
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