Testing homogeneity of multivariate normal mean vectors under an order restriction when the covariance matrices are common but unknown

Shoichi Sasabuchi, Koji Tanaka, Takeshi Tsukamoto

Research output: Contribution to journalArticle

22 Citations (Scopus)

Abstract

Suppose that an order restriction is imposed among several p-variate normal mean vectors. We are interested in testing the homogeneity of these mean vectors under this restriction. This problem is a multivariate extension of Bartholomew's [Biometrika 46 (1959) 36-48]. When the covariance matrices are known, this problem has been studied by Sasabuchi, Inutsuka and Kulatunga [Hiroshima Math. J. 22 (1992) 551-560], Sasabuchi, Kulatunga and Saito [Amer. J. Math. Management Sci. 18 (1998) 131-158] and some others. In the present paper, we consider the case when the covariance matrices are common but unknown. We propose a test statistic, study its upper tail probability under the null hypothesis and estimate its critical points.

Original languageEnglish
Pages (from-to)1517-1536
Number of pages20
JournalAnnals of Statistics
Volume31
Issue number5
DOIs
Publication statusPublished - Oct 1 2003

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

Fingerprint Dive into the research topics of 'Testing homogeneity of multivariate normal mean vectors under an order restriction when the covariance matrices are common but unknown'. Together they form a unique fingerprint.

  • Cite this