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The asymptotic expansion of the distribution of Anderson's statistic for testing a latent vector of a covariance matrix

โœ Scribed by Takesi Hayakawa


Publisher
Springer Japan
Year
1978
Tongue
English
Weight
181 KB
Volume
30
Category
Article
ISSN
0020-3157

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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