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
multivariate normal distributionorder restrictionmultivariate isotonic regressioncommon but unknown covariance matricestesting homogeneity of mean vectorsupper tail probability
Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15) Parametric inference under constraints (62F30)
Related Items (20)
Cites Work
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