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Communications in Statistics - Theory and Methods Volume 20, 1991 - Issue 1
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Original Articles

Misspecified T2 tests. i. location and scale

D.R. Jensen Department of Statistics, Virginia Polytechnic Institute, Blacksburg, VA, 24061
&
D.E. Ramiez Department of Mathematics, University of Virginia, Charlottesville, VA, 22903
Pages 249-259 | Received 01 Oct 1990, Published online: 27 Jun 2007
 
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Abstract

Properties of Hotelling's (1931) T 2 are studied under model misspecification in the model for a multivariate experiment. Stochastic bounds on T 2 and further properties of the T 2 test are studied under misspecified location and scale. The bounds are evaluated numerically in selected cases.

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