THE EFFECTS OF NONNORMALITY ON THE UPPER PERCENTILES OF T^2_<max> STATISTIC IN ELLIPTICAL DISTRIBUTIONS

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概要

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• In this paper, we consider the effects of nonnormality on the upper percentiles of T^2_<max> statistic in elliptical distributions. Some approximations based on the Bonferroni inequalities and asymptotic expansion procedure are given under the elliptical distribution setup. In order to achieve the purpose, asymptotic expansions for the distributions of univariate and bivariate Hotelling's T^2 type statistics are derived by a perturbation method when each population has the elliptical distribution. Finally, the accuracy of the approximations is investigated by Monte Carlo simulations for selected values of parameters.

• 一般社団法人日本統計学会の論文

著者

• Seo Takashi

  Tokyo University Of Science

• Seo Takashi

  Tokyo Univ. Sci. Tokyo Jpn

関連論文

• PAIRWISE MULTIPLE COMPARISONS OF MEAN VECTORS UNDER ELLIPTICAL POPULATIONS WITH UNEQUAL SAMPLE SIZES(Theory and Applications)
• THE EFFECTS OF NONNORMALITY ON THE UPPER PERCENTILES OF T^2_ STATISTIC IN ELLIPTICAL DISTRIBUTIONS

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