A generalization of Hotelling's T2

被引：5
|
作者：
Jorgensen, B
Rajeswaran, J
机构：
[1] Cleveland Clin Fdn, Dept Biostat & Epidemiol WB4, Cleveland, OH 44195 USA
[2] Univ So Denmark, Dept Stat, Odense, Denmark
来源：
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2005年 / 34卷 / 11期
基金：
加拿大自然科学与工程研究理事会;
关键词：
multivariate gamma model; multivariate proper dispersion models; saddlepoint approximation;
D O I：
10.1080/STA-200066398
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We derive an asymptotic version of Hotelling's T-2 for the multivariate proper dispersion models of Jorgensen and Lauritzen ( 2000), the main tool being the saddlepoint approximation. Multivariate dispersion models are suitable for positive, directional, compositional, and other non normal data. We illustrate the results by a multivariate gamma model.
引用
收藏
页码：2179 / 2195
页数：17
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