Title of article
An Asymptotic Expansion for the Distribution of HotellingʹsT2-Statistic under Nonnormality
Author/Authors
Fujikoshi، نويسنده , , Yasunori، نويسنده ,
Issue Information
دوفصلنامه با شماره پیاپی سال 1997
Pages
7
From page
187
To page
193
Abstract
In this paper we obtain an asymptotic expansion for the distribution of HotellingʹsT2-statisticT2under nonnormality when the sample size is large. In the derivation we find an explicit Edgeworth expansion of the multivariatet-statistic. Our method is to use the Edgeworth expansion and to expand the characteristic function ofT2.
Keywords
asymptotic expansion , multivariatet-statistic , nonnormality , HotellingיsT2-statistic
Journal title
Journal of Multivariate Analysis
Serial Year
1997
Journal title
Journal of Multivariate Analysis
Record number
1557442
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