Approximation of the non-null distribution of generalized T^2-statistics

DOI10.1016/S0024-3795(00)00223-8zbMATH Open1157.62327OpenAlexW1976095974MaRDI QIDQ1595136FDOQ1595136

Authors: Tõnu Kollo, Anne-Mai Parring, Kai-Tai Fang 

Publication date: 11 February 2001

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0024-3795(00)00223-8

Recommendations

• scientific article; zbMATH DE number 3866363
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• An asymptotic expansion for the distribution of Hotelling's \(T^ 2\)-statistic under nonnormality

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

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Cited In (10)

• An everywhere convergent series representation of the distribution of Hotelling's generalized \(T^ 2_ 0\)
• The second-order derivatives of matrices of eigenvalues and eigenvectors with an application to generalized \(F\)-statistic
• Distributions of Lawley-Hotelling'sT₀²and Related Statistics: A Review
• MANOVA for large hypothesis degrees of freedom under non-normality
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Hypothesis testing for the generalized multivariate modified Bessel model
• On the generalizedt(GT) distribution
• On the Generalization of Taylor and Bayliss n-bar Array Distributions

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