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An asymptotic expansion of the distribution of Student’s type statistic under spherical distributions

✍ Scribed by Toshiya Iwashita; Yoshihide Kakizawa; Tatsuki Inoue; Takashi Seo


Book ID
108267648
Publisher
Elsevier Science
Year
2009
Tongue
English
Weight
537 KB
Volume
79
Category
Article
ISSN
0167-7152

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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