An Asymptotic Expansion of the Distribution of Hotelling's<i>T</i><sup>2</sup>-Statistic Under General Distributions (Q4715613)

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scientific article; zbMATH DE number 946681
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An Asymptotic Expansion of the Distribution of Hotelling's<i>T</i><sup>2</sup>-Statistic Under General Distributions
scientific article; zbMATH DE number 946681

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    An Asymptotic Expansion of the Distribution of Hotelling's<i>T</i><sup>2</sup>-Statistic Under General Distributions (English)
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    9 February 1997
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    commutation matrix
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    duplication matrix
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    Edgeworth expansion
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    elliptical distribution
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    Hermite polynomial
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    Hotelling's \(T\)-square statistic
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    nonnormal populations
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    asymptotic expansion
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    normal distributions
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    robustness
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    nonnormality
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    cumulants
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    Kronecker products
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    symmetric tensors
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