Screening among multivariate normal data

DOI10.1006/JMVA.1998.1788zbMATH Open0923.62054OpenAlexW2128219324MaRDI QIDQ1290935FDOQ1290935

Authors: Pinyuen Chen, William L. Melvin, Michael C. Wicks 

Publication date: 6 October 1999

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1998.1788

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zbMATH Keywords

normal populationseigenvaluecovariance structureradar signal processingleast favorable configurationsubset selection approachindifference zone approachprobability of correct screening

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Multivariate distribution of statistics (62H10) Statistical ranking and selection procedures (62F07)

Cites Work

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• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
• A Single-Sample Multiple Decision Procedure for Ranking Means of Normal Populations with known Variances
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• Some Distribution Problems Connected with the Characteristic Roots of $S_1S^{-1}_2$
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• Test for a specified signal when the noise covariance matrix is unknown

Cited In (7)

• A selection procedure for estimating the number of signal components
• Screening for a multivariate mixture normal distribution
• Variable screening based on Gaussian centered L-moments
• Some extensions of Langenberg model for clinical trials with delayed observations normally distributed responses
• A Selection Procedure for the Number of Signals in Presence of Colored Noise
• Reiterative robust adaptive thresholding for nonhomogeneity detection in non-Gaussian noise
• Screening for Multiple Target Detection

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