Butler, Ronald W.; Wood, Andrew T. A. - In: Scandinavian Journal of Statistics 31 (2004) 4, pp. 585-601
We consider the non-central distribution of the classical Wilks' lambda statistic for testing the general linear hypothesis in MANOVA. We prove that as the dimension of the observation vector goes to infinity, Wilks' lambda obeys a central limit theorem under simple growth conditions on the...