Asymptotic expaxsioxs for the joint distribution of cirrelated hotellings t2statlstics under normality

DOI10.1080/03610929908832325MaRDI QIDQ4240726zbMATH OpenOpenAlexFDO

Authors Yasunori Fujikoshi, Takashi Seo

Publication date 7 July 1999

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610929908832325

zbMATH Keywords

characteristic functionasymptotic expansionscorrelated Hotelling's \(T\)-square

Mathematics Subject Classification ID

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

Recommendations

• Asymptotic Expansions for the Distributions of Maximum and Sum of Quasi-Independent Hotelling'sT²Statistics Under Non Normality
• An asymptotic expansion for the distribution of Hotelling's T^ 2-statistic under nonnormality
• An Asymptotic Expansion of the Distribution of Hotelling'sT²-Statistic Under General Distributions
• Hotelling's one-sample and two-sample \(T^2\) tests and the multivariate Behrens-Fisher problem under nonnormality

Cites work

• scientific article; zbMATH DE number 3945094 (Why is no real title available?)
• A Generalized Tukey Conjecture for Multiple Comparisons Among Mean Vectors
• A Multivariate Gamma-Type Distribution
• Expansions for the multivariate chi-square distribution
• On some multivariate gamma distributions connected with spanning trees
• The extreme value of the generalized distances of the individual points in the multivariate normal sample

Cited in

(4)

• Asymptotic Expansions for the Distributions of Maximum and Sum of Quasi-Independent Hotelling'sT²Statistics Under Non Normality
• An asymptotic expansion for the distribution of Hotelling's T^ 2-statistic under nonnormality
• Multiple comparisons of several homoscedastic multivariate populations
• scientific article; zbMATH DE number 3866363 (Why is no real title available?)

This page was built for publication: Asymptotic expaxsioxs for the joint distribution of cirrelated hotellings t²statlstics under normality

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4240726)