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Asymptotic Expansions for the Distributions of the Sample Roots Under Nonnormality

โœ Scribed by Yasunori Fujikoshi


Book ID
124289051
Publisher
Oxford University Press
Year
1980
Tongue
English
Weight
623 KB
Volume
67
Category
Article
ISSN
0006-3444

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An Asymptotic Expansion for the Distribu
โœ Yasunori Fujikoshi ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 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