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On the ɛ-minimax character of the hotelling T2test for nonnormal distributions

✍ Scribed by L. A. Khalfin; N. M. Khalfina


Publisher
SP MAIK Nauka/Interperiodica
Year
1972
Tongue
English
Weight
341 KB
Volume
11
Category
Article
ISSN
0001-4346

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📜 SIMILAR VOLUMES


An Asymptotic Expansion for the Distribu
✍ Yasunori Fujikoshi 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 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