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American Journal of Mathematical and Management Sciences Volume 15, 1995 - Issue 3-4: MSI-2000: Multivariate Statistical Analysis in Honor of Professor Minoru Siotani on his 70th Birthday
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Original Articles

An Asymptotic Expansion of the Distribution of Hotelling's T2-Statistic Under General Distributions

Yutaka KanoUniversity of Tsukuba, Institute of MathematicsTsukuba, Ibaraki305, Japan
Pages 317-341 | Published online: 14 Aug 2013

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Mitsuru Tamatani & Kanta Naito. (2019) High dimensional asymptotics for the naive Hotelling T2 statistic in pattern recognition. Communications in Statistics - Theory and Methods 48:22, pages 5637-5656.
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Solomon W. Harrar & Jin Xu. (2014) Analyzing Mean Profiles of Nonnormal Populations. Communications in Statistics - Theory and Methods 43:17, pages 3553-3573.
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Yoshihide Kakizawa. (2007) Asymptotic Expansions for the Distributions of Maximum and Sum of Quasi-Independent Hotelling's T 2 Statistics Under Non Normality. Communications in Statistics - Theory and Methods 37:1, pages 97-120.
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Naoya Okamoto, Naruhito Miura & Takashi Seo. (2006) On the Distributions of some Test Statistics for Profile Analysis in Elliptical Populations. American Journal of Mathematical and Management Sciences 26:1-2, pages 1-31.
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Articles from other publishers (8)

Yasunori Fujikoshi, Vladimir V. Ulyanov & Ryoichi Shimizu. 2010. Multivariate Statistics. Multivariate Statistics 513 526 .
Yujun Wu, Marc G. Genton & Leonard A. Stefanski. (2006) A Multivariate Two‐Sample Mean Test for Small Sample Size and Missing Data. Biometrics 62:3, pages 877-885.
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Arjun K. Gupta & Jin Xu. (2006) On Some Tests of the Covariance Matrix Under General Conditions. Annals of the Institute of Statistical Mathematics 58:1, pages 101-114.
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Ke-Hai Yuan & Peter M. Bentler. (2006) Mean Comparison: Manifest Variable Versus Latent Variable. Psychometrika 71:1, pages 139-159.
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Amir Dembo & Qi-Man Shao. (2006) Large and Moderate Deviations for Hotelling's $T^2$-Statistics. Electronic Communications in Probability 11:none.
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Hirokazu Yanagihara & Ke‐Hai Yuan. (2010) Four improved statistics for contrasting means by correcting skewness and kurtosis. British Journal of Mathematical and Statistical Psychology 58:2, pages 209-237.
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Saralees Nadarajah & Samuel Kotz. (2005) Sampling distributions associated with the multivariate t distribution . Statistica Neerlandica 59:2, pages 214-234.
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Hirofumi Wakaki. (1997) Asymptotic expansion of the joint distribution of sample mean vector and sample covariance matrix from an elliptical population. Hiroshima Mathematical Journal 27:2.
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