Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
10525869 | Statistical Methodology | 2005 | 12 Pages |
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
B.Q. Fang,