A Cramér moderate deviation theorem for Hotelling’s...

The Annals of Statistics 2013 / 02 Vol. 41; Iss. 1

A Cramér moderate deviation theorem for Hotelling’s $T^{2}$-statistic with applications to global tests

Liu, Weidong, Shao, Qi-Man
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Volume:
41
Language:
english
Journal:
The Annals of Statistics
DOI:
10.1214/12-AOS1082
Date:
February, 2013
File:
PDF, 273 KB
english, 2013
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