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

Author:

Fujikoshi Yasunori

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability

Reference10 articles.

1. An introduction to Multivariate Analysis;Anderson,1984

2. Edgeworth expansions of a function of sample means under minimal moment conditions and partial Cramér's condition;Babu;Sankhyā,1993

3. On moment conditions for valid formal Edgeworth expansions;Bhattacharya;J. Multivariate Anal.,1988

4. On the validity of the formal Edgeworth expansion;Bhattacharya;Ann. Statist.,1978

5. Edgeworth expansion for student's statistic under minimal moment conditions;Hall;Ann. Probab.,1987

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