Advanced search
Publication Cover
American Journal of Mathematical and Management Sciences Volume 17, 1997 - Issue 1-2: MSI-2000: Multivariate Statistical Analysis in Honor of Professor Minoru Siotani on his 70th Birthday
Submit an article Journal homepage
41
Views
1
CrossRef citations to date
0
Altmetric
Original Articles

Adjustment of Bartlett Type to Hotelling's T2-Statistic Under Elliptical Distributions

Toshiya IwashitaDepartment of Industrial Management & EngineeringScience University of Tokyo 1-3 Kagurazaka, Shinjuku-kuTokyo162, Japan
Pages 91-96 | Published online: 14 Aug 2013

  • BhattacharyaR. N. and GhoshJ. K. (1978). On the validity of the formal Edgeworth expansion. Annals of Statistics, 6, 434–451.
  • CordeiroG. M. and FerrariS. L. P. (1991). A modified score test statistic having chi-squared distribution to order n−1. Biometrika, 78, 573–582.
  • FujikoshiY. and MukaihataS. (1993). Approximations for the quantiles of Student's t and F distributions and their error bounds. Hiroshima Mathematical Journal, 23, 557–564.
  • HarrisP. (1986). A note on Bartlett adjustments to likelihood ratio tests. Biometrika, 73, 735–737.
  • HayakawaT. (1977). The likelihood ratio criterion and the asymptotic expansion of its distribution. Annals of the Institute of Statistical Mathematics, 29, 359–378.
  • HayakawaT. (1987). Correction to “The likelihood ratio criterion and the asymptotic expansion of its distribution”. Annals of the Institute of Statistical Mathematics, 39, 681.
  • ItoK. (1956). Asymptotic formulae for the distribution of Hotelling's generalized T2-statistics. Annls of Mathematical Statistics, 27, 1091–1105.
  • IwashitaT. (1993). Asymptotic distribution of Hotelling's T2–statistic under the elliptical distributions. Department of Mathematical Science (σ) Preprint Series(S) No. 12, Osaka University.
  • KonishiS. (1990). Bootstrap methods and confidence intervals. Japanese Journal of Applied Statistics, 19, 137–162 (in Japanese).
  • MardiaK. V. (1970). Measures of multivariate skewness and kurtosis with applications. Biometrika, 57, 519–530.
  • MuirheadR. J. (1982). Aspects of Multivatiate Statistical Theory. Wiley, New York.
  • SiotaniM. (1956). On the distribution of Hotelling's T2-test. Annals of the Institute of Statistical Mathematics, 8, 1–14.
  • SiotaniM. (1971). An asymptotic expansion of the non-null distribution of Hotelling's generalized T20 statistics. Annals of Mathematical Statistics, 42, 560–571.
  • SiotaniM., HayakawaT. and FujikoshiY. (1985). Modern Multivariate Statistical Analysis:A Graduate Course and Handbook. American Sciences Press, ColumbusOhio.
  • WatanabeS. and NikiN. (1994). Use of computer algebra for deriving a higher order asymptotic distribution of sample kurtosis, to appear in Sushiki–shori (in Japanese).

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.