Central limit theorem for Hotelling's t2 statistic under large dimension

10.1214/10-AAP742

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Bibliographic Details
Main Authors:	Pan, G.M., Zhou, W.
Other Authors:	STATISTICS & APPLIED PROBABILITY
Format:	Article
Published:	2014
Subjects:	Central limit theorem Hotelling's T2 statistic Sample covariance matrices Sample means Stieltjes transform
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/105047
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-105047
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spelling	sg-nus-scholar.10635-1050472023-09-21T20:19:07Z Central limit theorem for Hotelling's t2 statistic under large dimension Pan, G.M. Zhou, W. STATISTICS & APPLIED PROBABILITY Central limit theorem Hotelling's T2 statistic Sample covariance matrices Sample means Stieltjes transform 10.1214/10-AAP742 Annals of Applied Probability 21 5 1860-1910 2014-10-28T05:10:37Z 2014-10-28T05:10:37Z 2011-10 Article Pan, G.M., Zhou, W. (2011-10). Central limit theorem for Hotelling's t2 statistic under large dimension. Annals of Applied Probability 21 (5) : 1860-1910. ScholarBank@NUS Repository. https://doi.org/10.1214/10-AAP742 10505164 http://scholarbank.nus.edu.sg/handle/10635/105047 000297027800007 Scopus
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
topic	Central limit theorem Hotelling's T2 statistic Sample covariance matrices Sample means Stieltjes transform
spellingShingle	Central limit theorem Hotelling's T2 statistic Sample covariance matrices Sample means Stieltjes transform Pan, G.M. Zhou, W. Central limit theorem for Hotelling's t2 statistic under large dimension
description	10.1214/10-AAP742
author2	STATISTICS & APPLIED PROBABILITY
author_facet	STATISTICS & APPLIED PROBABILITY Pan, G.M. Zhou, W.
format	Article
author	Pan, G.M. Zhou, W.
author_sort	Pan, G.M.
title	Central limit theorem for Hotelling's t2 statistic under large dimension
title_short	Central limit theorem for Hotelling's t2 statistic under large dimension
title_full	Central limit theorem for Hotelling's t2 statistic under large dimension
title_fullStr	Central limit theorem for Hotelling's t2 statistic under large dimension
title_full_unstemmed	Central limit theorem for Hotelling's t2 statistic under large dimension
title_sort	central limit theorem for hotelling's t2 statistic under large dimension
publishDate	2014
url	http://scholarbank.nus.edu.sg/handle/10635/105047
_version_	1779170433062404096

Central limit theorem for Hotelling's t2 statistic under large dimension

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