Abstract
This paper shows that Hotelling's $T^2$-test for testing $\mu = 0$ in the one-sample problem is robust against departures from normality in the following sense. It is still UMPI in a broad class of distributions, and the null distribution under any member of the class is the same as that under normality.
Citation
Takeaki Kariya. "A Robustness Property of Hotelling's $T^2$-Test." Ann. Statist. 9 (1) 211 - 214, January, 1981. https://doi.org/10.1214/aos/1176345350
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