## Electronic Communications in Probability

### Large and Moderate Deviations for Hotelling's $T^2$-Statistics

#### Abstract

Let $\mathbf{X}, \mathbf{X}_1, \mathbf{X}_2, ...$ be i.i.d. $\mathbb{R}^d$-valued random variables. We prove large and moderate deviations for Hotelling's $T^2$-statistic when $\mathbf{X}$ is in the generalized domain of attraction of the normal law.

#### Article information

Source
Electron. Commun. Probab., Volume 11 (2006), paper no. 15, 149-159.

Dates
Accepted: 7 August 2006
First available in Project Euclid: 4 June 2016

Permanent link to this document
https://projecteuclid.org/euclid.ecp/1465058858

Digital Object Identifier
doi:10.1214/ECP.v11-1209

Mathematical Reviews number (MathSciNet)
MR2240708

Zentralblatt MATH identifier
1112.60017

Rights
This work is licensed under aCreative Commons Attribution 3.0 License.

#### Citation

Dembo, Amir; Shao, Qi-Man. Large and Moderate Deviations for Hotelling's $T^2$-Statistics. Electron. Commun. Probab. 11 (2006), paper no. 15, 149--159. doi:10.1214/ECP.v11-1209. https://projecteuclid.org/euclid.ecp/1465058858

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