An asymptotic expansion for the distribution of Hotelling's \(T^ 2\)-statistic under nonnormality (Q1361807)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 1040616
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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)
0 references
4 November 1997
0 references
Hotelling's T-square statistic
0 references
asymptotic expansion
0 references
nonnormality
0 references
explicit Edgeworth expansion
0 references
multivariate \(t\)-statistic
0 references
characteristic function
0 references
0 references
0.97447973
0 references
0.9443472
0 references
0.93990386
0 references
0.9279261
0 references
