Asymptotic distribution of Hotelling's trace for two unequal covariance matrices and robustness study of test of equality of mean vectors

DOI10.1016/0378-3758(77)90016-7MaRDI QIDQ1242414zbMATH OpenOpenAlexWikidataFDO

Authors K. C. S. Pillai, Nashat B. Saweris

Publication date 1977

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0378-3758(77)90016-7

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10)

Cites work

• Asymptotic distribution of Hotelling's trace for two unequal covariance matrices and robustness study of test of equality of mean vectors
• Asymptotic Formulae for the Distribution of Hotelling's Generalized T^2_0 Statistic
• Asymptotic formulae for the distributions of some criteria for tests of equality of covariance matrices
• Exact robustness studies of tests of two multivariate hypotheses based on four criteria and their distribution problems under violations
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• On the distribution of hotelling's trace and power comparisons
• Some New Test Criteria in Multivariate Analysis
• Some Theorems on Quadratic Forms Applied in the Study of Analysis of Variance Problems, I. Effect of Inequality of Variance in the One-Way Classification
• THE COMPARISON OF SEVERAL GROUPS OF OBSERVATIONS WHEN THE RATIOS OF THE POPULATION VARIANCES ARE UNKNOWN

Cited in

(2)

• Asymptotic distribution of Hotelling's trace for two unequal covariance matrices and robustness study of test of equality of mean vectors
• Moments and distributions of certain multivariate test criteria in the canonical correlation case under violation

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