An Asymptotic Expansion of the Distribution of Hotelling's<i>T</i><sup>2</sup>-Statistic Under General Distributions (Q4715613)
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scientific article; zbMATH DE number 946681
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Asymptotic Expansion of the Distribution of Hotelling's<i>T</i><sup>2</sup>-Statistic Under General Distributions |
scientific article; zbMATH DE number 946681 |
Statements
An Asymptotic Expansion of the Distribution of Hotelling's<i>T</i><sup>2</sup>-Statistic Under General Distributions (English)
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9 February 1997
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commutation matrix
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duplication matrix
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Edgeworth expansion
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elliptical distribution
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Hermite polynomial
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Hotelling's \(T\)-square statistic
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nonnormal populations
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asymptotic expansion
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normal distributions
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robustness
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nonnormality
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cumulants
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Kronecker products
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symmetric tensors
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