15. Error Bounds for Approximations of Multivariate Tests

  1. Yasunori Fujikoshi1,
  2. Vladimir V. Ulyanov2 and
  3. Ryoichi Shimizu3

Published Online: 22 AUG 2011

DOI: 10.1002/9780470539873.ch15

Multivariate Statistics: High-Dimensional and Large-Sample Approximations

Multivariate Statistics: High-Dimensional and Large-Sample Approximations

How to Cite

Fujikoshi, Y., Ulyanov, V. V. and Shimizu, R. (2010) Error Bounds for Approximations of Multivariate Tests, in Multivariate Statistics: High-Dimensional and Large-Sample Approximations, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9780470539873.ch15

Author Information

  1. 1

    Chuo University, Tokyo, Japan

  2. 2

    Moscow State University, Moscow, Russia

  3. 3

    Institute of Statistical Mathematics, Tokyo, Japan

Publication History

  1. Published Online: 22 AUG 2011
  2. Published Print: 6 JAN 2010

ISBN Information

Print ISBN: 9780470411698

Online ISBN: 9780470539873

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Keywords:

  • error bounds;
  • multivariate scale mixture;
  • univariate case;
  • multivariate case;
  • Hotelling's T20 statistics

Summary

This chapter contains sections titled:

  • Multivariate Scale Mixture and MANOVA Tests

  • Function of a Multivariate Scale Mixture

  • Hotelling's T20 Statistic

  • Wilk's Lambda Distribution