On an ad hoc test for order restricted multivariate normal means
No Thumbnail Available
Authors
Hu, Xiaomi
Advisors
Issue Date
2016
Type
Article
Keywords
Ad hoc test , Multivariate normal population , Order restriction , P-value , Primary 62F30 , Secondary 62F03 , Secondary 62H15
Citation
Hu, Xiaomi. 2016. On an ad hoc test for order restricted multivariate normal means. Communications in Statistics - Theory and Methods, vol. 45:no. 5:pp 1501-1507
Abstract
For several normal mean vectors restricted by a simple ordering with respect to a multivariate order, this article derives sufficient and necessary conditions for the restricted MLEs for both mean vectors and covariance matrix, and develops an ad hoc test. It establishes conditions for the bounds of the p-values. One example of such bound is given with some comments.
Table of Contents
Description
Click on the DOI link to access the article (may not be free).
Publisher
Taylor & Francis Group
Journal
Book Title
Series
Communications in Statistics - Theory and Methods;v.45:no.5
PubMed ID
DOI
ISSN
0361-0926