Asymptotic null and nonnull distribution of Hotelling's \(T^ 2\)-statistic under the elliptical distribution

DOI10.1016/S0378-3758(96)00153-XzbMath0879.62011MaRDI QIDQ1360974

Toshiya Iwashita

Publication date: 22 January 1998

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

zbMATH Keywords

percentilesasymptotic expansionjoint distributionzonal polynomialsTaylor's expansionelliptical distributionmarginal distributionnull hypothesislocal alternativeBartlett adjustmentkurtosis parameterasymptotic nonnull distributionHotelling's T-square-statisticnoncentral parameter

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20)

Related Items (15)

Estimation and Testing of Parameters in Multivariate Laplace Distribution ⋮ Sampling distributions associated with the multivariate t distribution ⋮ Asymptotic expansions of the null distributions of some test statistics for profile analysis in general distributions ⋮ High dimensional asymptotics for the naive Hotelling T² statistic in pattern recognition ⋮ Effect of nonnormality on tests for a mean vector with missing data under an elliptically contoured pattern-mixture model ⋮ Contaminated normal type symmetry model and decomposition of symmetry for square contingency tables ⋮ A comparison of higher-order local powers of a class of one-way MANOVA tests under general distributions ⋮ Calculation of a formal moment generating function by using a differential operator ⋮ Hotelling's one-sample and two-sample \(T^2\) tests and the multivariate Behrens-Fisher problem under nonnormality ⋮ An asymptotic expansion of the distribution of Rao's \(U\)-statistic under a general condition ⋮ Asymptotic Expansion of the Distribution of the Studentized Linear Discriminant Function Based on Two-Step Monotone Missing Samples ⋮ On the Distributions of some Test Statistics for Profile Analysis in Elliptical Populations ⋮ Asymptotic Expansions for the Distributions of Maximum and Sum of Quasi-Independent Hotelling'sT²Statistics Under Non Normality ⋮ Approximation of the non-null distribution of generalized \(T^2\)-statistics ⋮ An application of Lévy's inversion formula for higher order asymptotic expansion

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• On the distributions of the Hotelling's \(T^ 2\)-statistics
• Zonal polynomials of the real positive definite symmetric matrices
• An asymptotic expansion for the distributions of the latent roots of the Wishart matrix with multiple population roots
• Robustness of multivariate tests
• Discriminant analysis under elliptical populations
• Asymptotic Formulae for the Distribution of Hotelling's Generalized $T^2_0$ Statistic
• Asymptotic distributions of likelihood ratio criteria for testing latent roots and latent vectors of a covariance matrix under an elliptical population
• On the robustness of hotelling's T²-test anb distribution of linear and quadratic forms III sampling from a mixture of two mult11ariate normal populations
• Asymptotic distributions of functions of a sample covariance matrix under the elliptical distribution
• An Asymptotic Expansion of the Non-Null Distribution of Hotelling's Generalized $T_0^2$-Statistic
• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
• Distributions of Lawley-Hotelling'sT₀²and Related Statistics: A Review

This page was built for publication: Asymptotic null and nonnull distribution of Hotelling's \(T^ 2\)-statistic under the elliptical distribution