THE EFFECTS OF NONNORMALITY ON THE UPPER PERCENTILES OF T<SUP>2</SUP><SUB>max</SUB> STATISTIC IN ELLIPTICAL DISTRIBUTIONS

DOI10.14490/JJSS.32.57MaRDI QIDQ4787558zbMATH OpenOpenAlexFDO

Authors Takashi Seo

Publication date 7 January 2003

Published in JOURNAL OF THE JAPAN STATISTICAL SOCIETY (Search for Journal in Brave)

Full work available at URL https://doi.org/10.14490/jjss.32.57

zbMATH Keywords

asymptotic expansionBonferroni inequalityelliptical distributionMonte Carlo simulationpairwise multiple comparison.

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Paired and multiple comparisons; multiple testing (62J15) Monte Carlo methods (65C05)

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• Asymptotic Expansions for the Distributions of Maximum and Sum of Quasi-Independent Hotelling'sT²Statistics Under Non Normality
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