An asymptotic expansion for the distribution of Hotelling's \(T^ 2\)-statistic under nonnormality (Q1361807)

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An asymptotic expansion for the distribution of Hotelling's \(T^ 2\)-statistic under nonnormality
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    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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