On the derivation of the asymptotic distribution of the generalized Hotelling's T^2_0

DOI10.1007/BF02479735zbMATH Open0313.62040MaRDI QIDQ1220331FDOQ1220331

Authors: Takesi Hayakawa 

Publication date: 1972

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Approximation by polynomials (41A10)

Cites Work

• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
• On the Power Functions of the $E^2$-Test and the $T^2$-Test
• The Distribution of Hotelling's Generalised $T_0^2$
• Title not available (Why is that?)
• Asymptotic Expansions of the Non-Null Distributions of the Likelihood Ratio Criteria for Multivariate Linear Hypothesis and Independence
• Title not available (Why is that?)
• Order statistics for discrete case with a numerical application to the binomial distribution
• On the distributions of the Hotelling's \(T^ 2\)-statistics
• Asymptotic Formulae for the Distribution of Hotelling's Generalized $T^2_0$ Statistic
• Asymptotic Formulae for the Distribution of Hotelling's Generalized $T_0^2$ Statistic. II
• An Asymptotic Expansion of the Non-Null Distribution of Hotelling's Generalized $T_0^2$-Statistic
• A System of Linear Differential Equations for the Distribution of Hotelling's Generalized $T_o^2$
• Distribution of the Canonical Correlations and Asymptotic Expansions for Distributions of Certain Independence Test Statistics

Cited In (5)

• Asymptotic formulas for the distributions of three statistics for multivariate linear hypothesis
• On the distribution of the function of the F-matrix under an elliptical population
• Invariant Polynomials and Related Tests
• Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution
• Asymptotic distribution of a generalized Hotelling's T//\(0^ 2\) in the doubly noncentral case

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