An Asymptotic Expansion of the Distribution of Hotelling'sT2-Statistic Under General Distributions

DOI10.1080/01966324.1995.10737403zbMath0855.62011OpenAlexW1980944193WikidataQ58173786 ScholiaQ58173786MaRDI QIDQ4715613

Yutaka Kano

Publication date: 9 February 1997

Published in: American Journal of Mathematical and Management Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01966324.1995.10737403

zbMATH Keywords

robustnesscumulantsasymptotic expansionKronecker productssymmetric tensorsHermite polynomialEdgeworth expansionelliptical distributionnonnormalitynormal distributionscommutation matrixnonnormal populationsHotelling's \(T\)-square statisticduplication matrix

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Basic linear algebra (15A99)

Related Items

An asymptotic expansion of the distribution of Student's \(t\) type statistic under spherical distributions, Contributions to multivariate analysis by Professor Yasunori Fujikoshi, An asymptotic expansion for the distribution of Hotelling's \(T^ 2\)-statistic under nonnormality, Sampling distributions associated with the multivariate t distribution, Asymptotic expansions of the null distributions of some test statistics for profile analysis in general distributions, High dimensional asymptotics for the naive Hotelling T² statistic in pattern recognition, Analyzing Mean Profiles of Nonnormal Populations, Tests for the parallelism and flatness hypotheses of multi-group profile analysis for high-dimensional elliptical populations, A comparison of higher-order local powers of a class of one-way MANOVA tests under general distributions, Multiple comparisons of several heteroscedastic multivariate populations, Hotelling's one-sample and two-sample \(T^2\) tests and the multivariate Behrens-Fisher problem under nonnormality, Mean comparison: manifest variable versus latent variable, An asymptotic expansion of the distribution of Rao's \(U\)-statistic under a general condition, High-dimensional Edgeworth expansion of a test statistic on independence and its error bound, On some tests of the covariance matrix under general conditions, Third-order power comparisons for a class of tests for multivariate linear hypothesis under general distributions, Improved confidence regions for a mean vector under general conditions, Approximation of the non-null distribution of generalized \(T^2\)-statistics, A Multivariate Two-Sample Mean Test for Small Sample Size and Missing Data, Asymptotic expansions for the distributions of multivariate basic statistics and one-way MANOVA tests under non-normality, An application of Lévy's inversion formula for higher order asymptotic expansion

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