Asymptotic null and nonnull distribution of Hotelling's T2-statistic under the elliptical distribution
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Reference19 articles.
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4. Asymptotic distribution of likelihood ratio criteria for testing latent roots and latent vectors of a covariance matrix under an elliptical population;Hayakawa;Biometrika,1985
5. The generalized of Student's ratio;Hotelling;Ann. Math. Statist.,1931
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