A construction method of certain matrices required in the multivariate heteroscedastic method

DOI10.1007/BF02482539MaRDI QIDQ1110220zbMATH OpenOpenAlexFDO

Authors Hiroto Hyakutake

Publication date 1986

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02482539

zbMATH Keywords

construction methodheteroscedastic methodinference on meansmatrix quadratic equationnormal meanstwo-stage sampling scheme

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Multivariate analysis (62H99)

Review text

For statistical inference about several normal means, the heteroscedastic method was proposed by \textit{E. J. Dudewicz} and \textit{Th. A. Bishop} [Optimizing methods in statistics, Proc. int. Conf., Bombay 1977, 183-204 (1979; Zbl 0472.62065)]. However, the practical application in the multivariate case was not possible because it had not been known how to construct the certain matrices required in the method. In this paper, a construction method of the matrices is given.

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Cites work

• A Two-Sample Test for a Linear Hypothesis Whose Power is Independent of the Variance
• scientific article; zbMATH DE number 3886886 (Why is no real title available?)
• scientific article; zbMATH DE number 3974087 (Why is no real title available?)
• scientific article; zbMATH DE number 3740592 (Why is no real title available?)
• On an Extension of Stein's Two­Sample Procedure to the Multi­Normal Problem
• The Multivariate Heteroscedastic Method: Distributions of Statistics and an Application

Cited in

(5)

• The heteroscedastic method: Multivariate implementation
• The Heteroscedastic Method II: Simplified Sampling
• The Multivariate Heteroscedastic Method: Distributions of Statistics and an Application
• The Heteroscedastic Method: Fifty+ Years of Progress 1945–2000, and Professor Minoru Siotani's Award-Winning Contributions
• Healy's sample size of two-stage procedure in heteroscedastic simultaneous inference

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