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An asymptotic expansion of the distribution of Rao's U-statistic under a general condition

✍ Scribed by Arjun K. Gupta; Jin Xu; Yasunori Fujikoshi


Book ID
108185454
Publisher
Elsevier Science
Year
2006
Tongue
English
Weight
257 KB
Volume
97
Category
Article
ISSN
0047-259X

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An Asymptotic Expansion for the Distribu
✍ Yasunori Fujikoshi πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 630 KB

In this paper we obtain an asymptotic expansion for the distribution of Hotelling's T 2 -statistic T 2 under nonnormality when the sample size is large. In the derivation we find an explicit Edgeworth expansion of the multivariate t-statistic. Our method is to use the Edgeworth expansion and to expa