Summary
In the problem of multivariate calibration, Williams (1959,Regression Analysis, Wiley) and Wood (1982, to appear inProc. 11th Internat. Bio. Conf.) have proposed a decomposition of the usual Hotelling'sT 2 statistic into the sum of two statistics for use in constructing confidence regions. This paper presents general results for the moment terms basic to Fujikoshi and Nishii's (1984,Hiroshima J. Math.,14, 215–225) approach to the distributions of these statistics, and presents simple alternative approximations to their percentiles.
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Davis, A.W., Hayakawa, T. Some distribution theory relating to confidence regions in multivariate calibration. Ann Inst Stat Math 39, 141–152 (1987). https://doi.org/10.1007/BF02491455
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DOI: https://doi.org/10.1007/BF02491455