On the Effects of Moderate Multivariate Nonnormality on Roy's Largest Root Test

DOI10.2307/2287324zbMATH Open0506.62016OpenAlexW4239079083MaRDI QIDQ4743574FDOQ4743574

Authors: A. W. Davis 

Publication date: 1982

Full work available at URL: https://doi.org/10.2307/2287324

zbMATH Keywords

Edgeworth expansionkurtosismultivariate skewnessMANOVARoy largest root testeffects of nonnormalitydoubly noncentral beta distributionMardia measurestables of corrections

Mathematics Subject Classification ID

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

Cited In (4)

• Some properties of invariant polynomials with matrix arguments and their applications in econometrics
• Transformations of multivariate Edgeworth type expansions
• Exact and approximate computation of critical values of the largest root test in high dimension
• A Comparison of Permutation Hotelling'sT²Test and Log-Ratio Test for Analyzing Compositional Data

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