Comparison of powers of some tests for testing homogeneity under order restrictions in multivariate normal means

Shoichi Sasabuchi, D. D.Sarath Kulatunga, Hiroyuki Saito

研究成果: ジャーナルへの寄稿記事

10 引用 (Scopus)

抄録

In this paper attention is directed towards the construction of a reasonable test for testing the homogeneity of normal mean vectors against multivariate isotonic alternatives. Since the covariate structure of the covariance matrices other than the independence with equal covariance matrices causes grave problems in computing the null distribution of the likelihood ratio test, we propose three possible test procedures, and investigate them through extensive simulations in the bivariate case.

元の言語英語
ページ(範囲)131-160
ページ数30
ジャーナルAmerican Journal of Mathematical and Management Sciences
18
発行部数1-2
DOI
出版物ステータス出版済み - 1 1 1998

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Order Restriction
Multivariate Normal
Covariance matrix
Homogeneity
Testing
Null Distribution
Likelihood Ratio Test
Covariates
Computing
Alternatives
Simulation
Independence
Likelihood ratio test

All Science Journal Classification (ASJC) codes

  • Business, Management and Accounting(all)
  • Applied Mathematics

これを引用

Comparison of powers of some tests for testing homogeneity under order restrictions in multivariate normal means. / Sasabuchi, Shoichi; Kulatunga, D. D.Sarath; Saito, Hiroyuki.

:: American Journal of Mathematical and Management Sciences, 巻 18, 番号 1-2, 01.01.1998, p. 131-160.

研究成果: ジャーナルへの寄稿記事

Sasabuchi, Shoichi ; Kulatunga, D. D.Sarath ; Saito, Hiroyuki. / Comparison of powers of some tests for testing homogeneity under order restrictions in multivariate normal means. :: American Journal of Mathematical and Management Sciences. 1998 ; 巻 18, 番号 1-2. pp. 131-160.
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