On an ad hoc test for order restricted multivariate normal means
Hu, Xiaomi
Hu, Xiaomi
Citations
Altmetric:
Authors
Other Names
Location
Time Period
Advisors
Original Date
Digitization Date
Issue Date
2016
Type
Article
Genre
Keywords
Ad hoc test,Multivariate normal population,Order restriction,P-value,Primary 62F30,Secondary 62F03,Secondary 62H15
Subjects (LCSH)
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
Communications in Statistics - Theory and Methods
Book Title
Series
Digital Collection
Finding Aid URL
Use and Reproduction
Archival Collection
PubMed ID
DOI
ISSN
0361-0926