Generalized \(F\)-tests for the multivariate normal mean
From MaRDI portal
Publication:961255
DOI10.1016/j.csda.2008.10.023zbMath1452.62387MaRDI QIDQ961255
Publication date: 30 March 2010
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2008.10.023
62-08: Computational methods for problems pertaining to statistics
62H15: Hypothesis testing in multivariate analysis
Related Items
Testing high-dimensional normality based on classical skewness and Kurtosis with a possible small sample size, Generalized \(T_{3}\)-plot for testing high-dimensional normality, A generalized Shapiro-Wilk \(W\) statistic for testing high-dimensional normality, A generalized likelihood ratio test for normal mean when \(p\) is greater than \(n\)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Testing multivariate normality in incomplete data of small sample size
- A multivariate version of Ghosh's \(T_{3}\)-plot to detect non-multinormality.
- On the admissibility of stable spherical multivariate tests
- Principal component analysis.
- Testing multinormality based on low-dimensional projection
- Exact t and F Tests for Analyzing Studies with Multiple Endpoints
- New Tests for Data with an Inherent Structure
- Measures of multivariate skewness and kurtosis with applications