An asymptotic expansion of the distribution of Student's \(t\) type statistic under spherical distributions

DOI10.1016/j.spl.2009.05.022zbMath1171.62010OpenAlexW1990038389MaRDI QIDQ842960

Takashi Seo, Tatsuki Inoue, Toshiya Iwashita, Yoshihide Kakizawa

Publication date: 28 September 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2009.05.022

zbMATH Keywords

tables

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20)

Related Items (1)

The joint distribution of Studentized residuals under elliptical distributions

Cites Work

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• On the validity of the formal Edgeworth expansion
• Closure of multivariate \(t\) and related distributions
• An asymptotic expansion for the distribution of Hotelling's \(T^ 2\)-statistic under nonnormality
• An application of Lévy's inversion formula for higher order asymptotic expansion
• An Asymptotic Expansion of the Distribution of Hotelling'sT²-Statistic Under General Distributions
• Multivariate T-Distributions and Their Applications

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