Article ID Journal Published Year Pages File Type
10525869 Statistical Methodology 2005 12 Pages PDF
Abstract
This paper gives the conditions for the invariance of the null distributions of the normal theory tests for the linear restriction on the location parameters in the family of the matrix variate skew elliptical distributions. Main properties of the Hotelling's generalized T02 statistic in this family are investigated.
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Authors
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