Geodesic
Minimax character of Hotelling's $T^2$-test.~I
Zapiski Nauchnykh Seminarov POMI, Studies in the classic problems of probability theory and mathematical statistics, Tome 13 (1969), pp. 138-182

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@article{ZNSL_1969_13_a2,
     author = {O. V. Shalaevskii},
     title = {Minimax character of {Hotelling's} $T^2${-test.~I}},
     journal = {Zapiski Nauchnykh Seminarov POMI},
     pages = {138--182},
     publisher = {mathdoc},
     volume = {13},
     year = {1969},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZNSL_1969_13_a2/}
}
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O. V. Shalaevskii. Minimax character of Hotelling's $T^2$-test.~I. Zapiski Nauchnykh Seminarov POMI, Studies in the classic problems of probability theory and mathematical statistics, Tome 13 (1969), pp. 138-182. http://geodesic.mathdoc.fr/item/ZNSL_1969_13_a2/