Asymptotic Distributions of Some Multivariate Tests
Muirhead, R. J.
Ann. Math. Statist., Tome 41 (1970) no. 6, p. 1002-1010 / Harvested from Project Euclid
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In this paper it is shown how the systems of partial differential equations developed by the author [15] for the hypergeometric functions of matrix argument may be used to obtain asymptotic expansions for some distributions occurring in multivariate analysis. In particular expansions are derived for the distributions of Hotelling's generalized $T_0^2$-statistic, Pillai's $V^{(s)}$ criterion, and the largest latent root of the sample covariance matrix.
Publié le : 1970-06-14
Classification:  
@article{1177696976,
     author = {Muirhead, R. J.},
     title = {Asymptotic Distributions of Some Multivariate Tests},
     journal = {Ann. Math. Statist.},
     volume = {41},
     number = {6},
     year = {1970},
     pages = { 1002-1010},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177696976}
}

Muirhead, R. J. Asymptotic Distributions of Some Multivariate Tests. Ann. Math. Statist., Tome 41 (1970) no. 6, pp.  1002-1010. http://gdmltest.u-ga.fr/item/1177696976/