An Asymptotic Expansion for the Distribution of Hotelling'sT2-Statistic under Nonnormality
- 1 May 1997
- journal article
- Published by Elsevier in Journal of Multivariate Analysis
- Vol. 61 (2) , 187-193
- https://doi.org/10.1006/jmva.1997.1668
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- On moment conditions for valid formal Edgeworth expansionsJournal of Multivariate Analysis, 1988
- Edgeworth Expansion for Student's $t$ Statistic Under Minimal Moment ConditionsThe Annals of Probability, 1987
- On the robustness of hotelling's T2-test anb distribution of linear and quadratic forms III sampling from a mixture of two mult11ariate normal populationsCommunications in Statistics - Theory and Methods, 1982
- On the Validity of the Formal Edgeworth ExpansionThe Annals of Statistics, 1978