Iwashita, Toshiya; Klar, Bernhard - In: Journal of Multivariate Analysis 128 (2014) C, pp. 203-209
Scaled and Studentized statistics are encountered frequently, and they often play a decisive role in statistical inference and testing. For instance, taking the sample mean vector X̄=∑j=1NXj/N and the sample covariance matrix S=∑j=1N(Xj−X̄)(Xj−X̄)′/(N−1) for an iid sample...
