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

DOI10.1214/aos/1065705117zbMath1065.62111OpenAlexW2140280411MaRDI QIDQ1431439

Takeshi Tsukamoto, Koji Tanaka, Syoichi Sasabuchi

Publication date: 9 June 2004

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1065705117

zbMATH Keywords

multivariate normal distributionorder restrictionmultivariate isotonic regressioncommon but unknown covariance matricestesting homogeneity of mean vectorsupper tail probability

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15) Parametric inference under constraints (62F30)

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• An algorithm for computing multivariate isotonic regression
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• A TEST OF HOMOGENEITY FOR ORDERED ALTERNATIVES
• Ordered tests in the analysis of variance
• CONVOLUTIONS OF THE PROBABILITIES P(l, k) USED IN ORDER RESTRICTED INFERENCE
• A test for a multiple isotonic regression problem
• Comparison of Powers of some Tests for Testing Homogeneity Under Order Restrictions in Multivariate Normal Means
• A multivariate version of isotonic regression
• One-Sided Testing Problems in Multivariate Analysis

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