@shabbychef

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

. Journal of Statistical Planning and Inference 61 (1): 85 - 104 (1997)

Abstract

This paper is concerned with asymptotic distribution of Hotelling's T2-statistic under the elliptical distribution for the null hypothesis and the local alternative under the elliptical distribution. Asymptotic expansions for the distribution of T2 for the null case and the local alternative are given up to the order N−1, where N is the sample size. The percentiles of T2 and the approximate powers are calculated to evaluate the effect of the elliptical distribution for some numerical examples. Also to evaluate the effect of an adjustment of Bartlett type to Hotelling's T2 for the local alternative, the approximate power of adjusted T2 is calculated in comparison with one of nonadjusted T2.

Description

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

Links and resources

DOI:
10.1016/S0378-3758(96)00153-X
URL:
BibTeX key:
IWASHITA199785
search on:

Comments and Reviews  
(0)

There is no review or comment yet. You can write one!

Tags


Cite this publication