A Robustness Property of Hotelling's $T^2$-Test
Kariya, Takeaki
Ann. Statist., Tome 9 (1981) no. 1, p. 211-214 / Harvested from Project Euclid
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This paper shows that Hotelling's $T^2$-test for testing $\mu = 0$ in the one-sample problem is robust against departures from normality in the following sense. It is still UMPI in a broad class of distributions, and the null distribution under any member of the class is the same as that under normality.
Publié le : 1981-01-14
Classification:  Hotelling's $T^2$-test,  robustness,  UMP invariant,  62G10,  62F05,  62G35 
@article{1176345350,
     author = {Kariya, Takeaki},
     title = {A Robustness Property of Hotelling's $T^2$-Test},
     journal = {Ann. Statist.},
     volume = {9},
     number = {1},
     year = {1981},
     pages = { 211-214},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176345350}
}

Kariya, Takeaki. A Robustness Property of Hotelling's $T^2$-Test. Ann. Statist., Tome 9 (1981) no. 1, pp.  211-214. http://gdmltest.u-ga.fr/item/1176345350/