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

DOI10.1016/S0024-3795(00)00223-8zbMATHOpenAlexMaRDI QIDQ1595136FDO

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

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3886886 (Why is no real title available?)
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• An Asymptotic Expansion of the Distribution of Hotelling'sT²-Statistic Under General Distributions
• An Asymptotic Expansion of the Non-Null Distribution of Hotelling's Generalized $T_0^2$-Statistic
• An asymptotic expansion for the distribution of Hotelling's \(T^ 2\)-statistic under nonnormality
• Asymptotic Formulae for the Distribution of Hotelling's Generalized $T^2_0$ Statistic
• Asymptotic null and nonnull distribution of Hotelling's \(T^ 2\)-statistic under the elliptical distribution
• Distributions of Lawley-Hotelling'sT₀²and Related Statistics: A Review
• Exact t and F Tests for Analyzing Studies with Multiple Endpoints
• New Tests for Data with an Inherent Structure
• On the distributions of the Hotelling's \(T^ 2\)-statistics
• The Generalization of Student's Ratio
• The Transformation of Statistics to Simplify their Distribution
• The derivative of an orthogonal matrix of eigenvectors of a symmetric matrix

Cited in

(11)

• MANOVA for large hypothesis degrees of freedom under non-normality
• scientific article; zbMATH DE number 3923886 (Why is no real title available?)
• On the generalizedt(GT) distribution
• The non-null limiting distribution of the generalized Baumgartner statistic based on the Fourier series approximation
• Hypothesis testing for the generalized multivariate modified Bessel model
• scientific article; zbMATH DE number 926572 (Why is no real title available?)
• scientific article; zbMATH DE number 3866363 (Why is no real title available?)
• On the Generalization of Taylor and Bayliss n-bar Array Distributions
• Distributions of Lawley-Hotelling'sT₀²and Related Statistics: A Review
• 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

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