ASYMPTOTIC DISTRIBUTIONS OF THE SAMPLE ROOTS IN MANOVA MODELS UNDER NONNORMALITY
1994 Volume 24 Issue 2 Pages 133-140
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1994 Volume 24 Issue 2 Pages 133-140
In this paper, we consider the effects of nonnormality on the distributions of the sample roots in MANOVA models. Asymptotic properties of the distributions of the sample roots are presented under nonnormality. We also discuss the distributions of sample roots under the class of elliptical populations. Asymptotic expansion formulas for the distributions are derived by a perturbation method. Finally, simulation results are presented.
