Asymptotic null and nonnull distribution of Hotelling's T2-statistic under the elliptical distribution

Journal of Statistical Planning and Inference

Volumn 61, Issue 1, 1997, Pages 85-104

  Iwashita, Toshiya ^a  

^a TOKYO UNIVERSITY OF SCIENCE   (Japan)

Author keywords

Asymptotic distribution; Asymptotic expansion; Asymptotic nonnull distribution; Bartlett adjustment; Elliptical distribution (model); Hotelling's T2 statistic; Joint distribution; Kurtosis parameter; Local alternative; Marginal distribution; Nonce

Indexed keywords

EID: 0031591327     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0378-3758(96)00153-x     Document Type: Article

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