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arXiv · 0802.0082

Central limit theorem for Hotelling's $T^2$ statistic under large dimension

G. M. Pan·W. Zhou
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Abstract

In this paper we prove the central limit theorem for Hotelling's $T^2$ statistic when the dimension of the random vectors is proportional to the sample size.

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BibTeXRIS

G. M. Pan, W. Zhou. 2008-02-01. Central limit theorem for Hotelling's $T^2$ statistic under large dimension. https://doi.org/10.1214/10-aap742

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