An asymptotic expansion for the distribution of Hotelling's T^ 2-statistic under nonnormality

DOI10.1006/JMVA.1997.1668MaRDI QIDQ1361807zbMATH OpenOpenAlexFDO

Authors Yasunori Fujikoshi

Publication date 4 November 1997

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1006/jmva.1997.1668

zbMATH Keywords

characteristic functionasymptotic expansionnonnormalityexplicit Edgeworth expansionHotelling's T-square statisticmultivariate \(t\)-statistic

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 4062374 (Why is no real title available?)
• scientific article; zbMATH DE number 579138 (Why is no real title available?)
• An Asymptotic Expansion of the Distribution of Hotelling'sT²-Statistic Under General Distributions
• Edgeworth expansion for Student's t statistic under minimal moment conditions
• On moment conditions for valid formal Edgeworth expansions
• 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
• On the validity of the formal Edgeworth expansion
• The bootstrap and Edgeworth expansion

Cited in

(31)

• Central limit theorem for Hotelling's \(T^{2}\) statistic under large dimension
• Improved confidence regions for a mean vector under general conditions
• Approximation of the non-null distribution of generalized T^2-statistics
• Some integrals involving multivariate Hermite polynomials: application to evaluating higher-order local powers
• An asymptotic expansion of the distribution of Student's t type statistic under spherical distributions
• Asymptotic Expansions for the Distributions of Maximum and Sum of Quasi-Independent Hotelling'sT²Statistics Under Non Normality
• Contributions to multivariate analysis by Professor Yasunori Fujikoshi
• scientific article; zbMATH DE number 3934231 (Why is no real title available?)
• Distributions of Lawley-Hotelling'sT₀²and Related Statistics: A Review
• A comparison of higher-order local powers of a class of one-way MANOVA tests under general distributions
• Hotelling's one-sample and two-sample \(T^2\) tests and the multivariate Behrens-Fisher problem under nonnormality
• Third-order power comparisons for a class of tests for multivariate linear hypothesis under general distributions
• An application of Lévy's inversion formula for higher order asymptotic expansion
• Asymptotic expansions of the null distributions of some test statistics for profile analysis in general distributions
• On some tests of the covariance matrix under general conditions
• Asymptotic expansions of the null distributions of test statistics for multivariate linear hypothesis under nonnormality
• Asymptotic expansions for the distributions of multivariate basic statistics and one-way MANOVA tests under non-normality
• Theorems of Hausdorff-Young and Paley-Wiener type for Fourier transforms of rapidly decreasing functions
• On the Distributions of some Test Statistics for Profile Analysis in Elliptical Populations
• scientific article; zbMATH DE number 3866363 (Why is no real title available?)
• An asymptotic expansion of the distribution of Rao's \(U\)-statistic under a general condition
• A necessary power divergence-type family of tests for testing elliptical symmetry
• Analyzing Mean Profiles of Nonnormal Populations
• High dimensional asymptotics for the naive Hotelling T² statistic in pattern recognition
• Some necessary uniform tests for spherical symmetry
• Multiple comparisons of several heteroscedastic multivariate populations
• Linear transformations to symmetry
• A Multivariate Two-Sample Mean Test for Small Sample Size and Missing Data
• Sampling distributions associated with the multivariate t distribution
• High-dimensional Edgeworth expansion of a test statistic on independence and its error bound
• A formula to improve score test statistics

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