Geodesic
On the $\varepsilon$-minimax character of the hotelling $T^2$ test for nonnormal distributions
Matematičeskie zametki, Tome 11 (1972) no. 5, pp. 527-536

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The paper investigates the robustness of the minimax property of the Hotelling test for distributions close to normal. It is proven that the $T^2$ test maximizes, among all tests, the level $\alpha$ of minimal power on the set of alternatives to within $O(\varepsilon)$. 
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     author = {L. A. Khalfin and N. M. Khalfina},
     title = {On the $\varepsilon$-minimax character of the hotelling $T^2$ test for nonnormal distributions},
     journal = {Matemati\v{c}eskie zametki},
     pages = {527--536},
     publisher = {mathdoc},
     volume = {11},
     number = {5},
     year = {1972},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/MZM_1972_11_5_a6/}
}
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L. A. Khalfin; N. M. Khalfina. On the $\varepsilon$-minimax character of the hotelling $T^2$ test for nonnormal distributions. Matematičeskie zametki, Tome 11 (1972) no. 5, pp. 527-536. http://geodesic.mathdoc.fr/item/MZM_1972_11_5_a6/