References
Constantine, A. G. (1966). The distribution of Hotelling's generalizedT 20 ,Ann. Math. Statist.,37, 215–225.
Davis, A. W. (1968). A system of linear differential equations for the distribution of Hotelling's generalizedT 0/2,Ann. Math. Statist.,39, 815–832.
Davis, A. W. (1979). Invariant polynomials with two matrix arguments extending the zonal polynomials: Applications to multivariate distribution theory,Ann. Inst. Statist. Math.,31, A, 465–485.
Davis, A. W. (1980). Invariant polynomials with two matrix arguments, extending the zonal polynomials,Multivariate Analysis V (ed. P. R. Krishnaiah), 287–299.
Erdelyi, A. et al. (1953).Higher transcendental functions II, McGraw Hill, New York.
Fujikoshi, Y. (1970). Asymptotic expansions of the distributions of test statistics in multivariate analysis,J. Sci. Hiroshima Univ., Ser. A-I,34, 73–144.
Hayakawa, T. (1972). On the derivation of the asymptotic distribution of the generalized Hotelling'sT 20 ,Ann. Inst. Statist. Math.,24, 19–32.
Ito, K. (1960). Asymptotic formulae for the distribution of Hotelling's generalizedT 20 statistics II,Ann. Math. Statist.,31, 1148–1153.
Muirhead, R. J. (1972). The asymptotic noncentral distribution of Hotelling's generalizedT 20 ,Ann. Math. Statist.,43, 1671–1677.
Siotani, M. (1956). On the distributions of the Hotelling'sT 2-statistics,Ann. Inst. Statist. Math.,8, 1–14.
Sugiura, N. and Fujikoshi, Y. (1969). Asymptotic expansions of the non-null distributions of the likelihood ratio criteria for multivariate linear hypothesis and independence,Ann. Math. Statist.,40, 942–952.
Yoong-Sin Lee (1971). Distribution of the canonical correlations and asymptotic expansions for distributions of certain independence test statistics,Ann. Math. Statist.,42, 526–537.
Author information
Authors and Affiliations
About this article
Cite this article
Hayakawa, T. Asymptotic distribution of a generalized Hotelling'sT 20 in the doubly noncentral case. Ann Inst Stat Math 33, 15–25 (1981). https://doi.org/10.1007/BF02480915
Received:
Revised:
Published:
Issue Date:
DOI: https://doi.org/10.1007/BF02480915