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An Asymptotic Expansion for the Distribution of Hotelling'sT2-Statistic under Nonnormality


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  • Fujikoshi, Yasunori
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    In this paper we obtain an asymptotic expansion for the distribution of Hotelling'sT2-statisticT2under nonnormality when the sample size is large. In the derivation we find an explicit Edgeworth expansion of the multivariatet-statistic. Our method is to use the Edgeworth expansion and to expand the characteristic function ofT2.

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    Bibliographic Info

    Article provided by Elsevier in its journal Journal of Multivariate Analysis.

    Volume (Year): 61 (1997)
    Issue (Month): 2 (May)
    Pages: 187-193

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    Handle: RePEc:eee:jmvana:v:61:y:1997:i:2:p:187-193

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    Keywords: asymptotic expansion Hotelling's T2-statistic multivariatet-statistic nonnormality;

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    Cited by:
    1. Kakizawa, Yoshihide, 2008. "Multiple comparisons of several heteroscedastic multivariate populations," Statistics & Probability Letters, Elsevier, vol. 78(11), pages 1328-1338, August.
    2. Kakizawa, Yoshihide & Iwashita, Toshiya, 2008. "A comparison of higher-order local powers of a class of one-way MANOVA tests under general distributions," Journal of Multivariate Analysis, Elsevier, vol. 99(6), pages 1128-1153, July.


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