Misspecified T2tests. II. series expansions
- 1 January 1991
- journal article
- research article
- Published by Taylor & Francis in Communications in Statistics - Simulation and Computation
- Vol. 20 (1) , 97-108
- https://doi.org/10.1080/03610919108812941
Abstract
Properties of nonstandard Hotelling's (1931) T2 distributions are studied under models having misspecified scale. Local and global bounds on truncation errors are given for a weighted series of F-distributions, extending the work of Kotz et al. (1967) to include nonstandard T2 distributionsKeywords
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- Distribution of Definite and of Indefinite Quadratic FormsThe Annals of Mathematical Statistics, 1955
- Application of the Method of Mixtures to Quadratic Forms in Normal VariatesThe Annals of Mathematical Statistics, 1949