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Second-Order and Bootstrap Approximation to Student's t -Statistic

✍ Scribed by Bloznelis, M.; Putter, H.

Book ID
118227195
Publisher
Society for Industrial and Applied Mathematics
Year
2003
Tongue
English
Weight
149 KB
Volume
47
Category
Article
ISSN
0040-585X

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πŸ“œ SIMILAR VOLUMES

An Approximation to Student's t
An Approximation to Student's t
✍ Donald A. Gardiner and Barbara Flores Bombay πŸ“‚ Article πŸ“… 1965 πŸ› American Statistical Association 🌐 English βš– 179 KB
Asymptotics for Multivariate t-Statistic
Asymptotics for Multivariate t-Statistic and Hotellingβ€²s T2-Statistic Under Infinite Second Moments via Bootstrapping
✍ S.J. Sepanski πŸ“‚ Article πŸ“… 1994 πŸ› Elsevier Science 🌐 English βš– 573 KB

We define the appropriate analogue of Student's \(t\)-statistic for multivariate data, and prove that it is asymptotically normal for random vectors in the domain of attraction of the normal law. We also prove that Hotelling's \(T^{2}\)-statistic has a chisquared limiting distribution for random vec