An asymptotic expansion for the distribution of Hotelling's T^ 2-statistic under nonnormality
DOI10.1006/JMVA.1997.1668zbMATH Open0873.62017OpenAlexW2060813903MaRDI QIDQ1361807FDOQ1361807
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
characteristic functionasymptotic expansionnonnormalityexplicit Edgeworth expansionHotelling's T-square statisticmultivariate \(t\)-statistic
Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20)
Cites Work
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- On the validity of the formal Edgeworth expansion
- Edgeworth expansion for Student's t statistic under minimal moment conditions
- The bootstrap and Edgeworth expansion
- An Asymptotic Expansion of the Distribution of Hotelling'sT2-Statistic Under General Distributions
- 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
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Cited In (28)
- Approximation of the non-null distribution of generalized \(T^2\)-statistics
- Improved confidence regions for a mean vector under general conditions
- 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
- Title not available (Why is that?)
- Contributions to multivariate analysis by Professor Yasunori Fujikoshi
- 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 Lรฉvy's inversion formula for higher order asymptotic expansion
- On some tests of the covariance matrix under general conditions
- Asymptotic expansions of the null distributions of some test statistics for profile analysis in general distributions
- 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
- 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
- Linear transformations to symmetry
- Sampling distributions associated with the multivariate t distribution
- A Multivariate Two-Sample Mean Test for Small Sample Size and Missing Data
- Multiple comparisons of several heteroscedastic multivariate populations
- A formula to improve score test statistics
- High-dimensional Edgeworth expansion of a test statistic on independence and its error bound
- Central limit theorem for Hotelling's \(T^{2}\) statistic under large dimension
Recommendations
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- Large and moderate deviations for Hotelling's \(T^2\)-statistic ๐ ๐
- An Asymptotic Expansion of the Distribution of Hotelling'sT2-Statistic Under General Distributions ๐ ๐
- Asymptotic expaxsioxs for the joint distribution of cirrelated hotellings t2statlstics under normality ๐ ๐
- Asymptotic null and nonnull distribution of Hotelling's \(T^ 2\)-statistic under the elliptical distribution ๐ ๐
- Asymptotic Expansions for the Distributions of Maximum and Sum of Quasi-Independent Hotelling'sT2Statistics Under Non Normality ๐ ๐
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