论文信息 - An Asymptotic Expansion for the Distribution of Hotelling'sT2-Statistic under Nonnormality

An Asymptotic Expansion for the Distribution of Hotelling'sT2-Statistic under Nonnormality

In this paper we obtain an asymptotic expansion for the distribution of Hotelling'sT2-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.

Yasunori Fujikoshi | Y. Fujikoshi

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