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|Title:||Central limit theorem for Hotelling's t2 statistic under large dimension||Authors:||Pan, G.M.
|Keywords:||Central limit theorem
Hotelling's T2 statistic
Sample covariance matrices
|Issue Date:||Oct-2011||Citation:||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||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. © 2011 Institute of Mathematical Statistics.||Source Title:||Annals of Applied Probability||URI:||http://scholarbank.nus.edu.sg/handle/10635/105047||ISSN:||10505164||DOI:||10.1214/10-AAP742|
|Appears in Collections:||Staff Publications|
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