Abstract
In this paper a general method is proposed for deriving the asymptotic noncentral distribution of Hotelling's generalized $T_0^2$ statistic for the case of large error degrees of freedom $n_2$. The approximation is given here to order $n_2^{-2}$ and further terms in the expansion can be readily obtained.
Citation
R. J. Muirhead. "The Asymptotic Noncentral Distribution of Hotelling's Generalized $T_0^2$." Ann. Math. Statist. 43 (5) 1671 - 1677, October, 1972. https://doi.org/10.1214/aoms/1177692400
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