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Large and Moderate Deviations for Hotelling's T^2-Statistics
random variable deviation normal law Hotelling's T^2-Statistics
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2009/4/1
Let X , X1, X 2 , ... be i.i.d. R d-valued random variables. We prove large and moderate deviations for Hotelling's T2-statistic when X is in the generalized domain of attraction of the normal law.