The Asymptotic Noncentral Distribution of Hotelling's Generalized $T_0^2$
Muirhead, R. J.
Ann. Math. Statist., Tome 43 (1972) no. 6, p. 1671-1677 / Harvested from Project Euclid
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In this paper a general method is proposed for deriving the asymptotic noncentral distribution of Hotelling's generalized $T_0^2$ statistic for the case of large error degrees of freedom $n_2$. The approximation is given here to order $n_2^{-2}$ and further terms in the expansion can be readily obtained.
Publié le : 1972-10-14
Classification:  
@article{1177692400,
     author = {Muirhead, R. J.},
     title = {The Asymptotic Noncentral Distribution of Hotelling's Generalized $T\_0^2$},
     journal = {Ann. Math. Statist.},
     volume = {43},
     number = {6},
     year = {1972},
     pages = { 1671-1677},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177692400}
}

Muirhead, R. J. The Asymptotic Noncentral Distribution of Hotelling's Generalized $T_0^2$. Ann. Math. Statist., Tome 43 (1972) no. 6, pp.  1671-1677. http://gdmltest.u-ga.fr/item/1177692400/