Generalized p value for multivariate Gaussian stochastic processes in continuous time

DOI10.1007/S00362-017-0907-7MaRDI QIDQ2338231zbMATH OpenOpenAlexFDO

Authors M. Fenoy, Pilar Ibarrola Muñoz, J. B. Seoane-Sepúlveda

Publication date 21 November 2019

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00362-017-0907-7

zbMATH Keywords

continuous timegeneralized \(p\) valuehypothesis testingmultivariate Behrens-Fisher problemsequential observation

Mathematics Subject Classification ID

Gaussian processes (60G15) Estimation in multivariate analysis (62H12) Sequential estimation (62L12) Non-Markovian processes: estimation (62M09)

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Cites work

• A group sequential test for the inverse Gaussian mean
• Confidence intervals for the difference of means: Application to the Behrens-Fisher type problem
• Generalized \(p\)-values and generalized confidence regions for the multivariate Behrens-Fisher problem and MANOVA.
• Generalized \(p\)-values and the multivariate Behrens-Fisher problem
• Generalized Confidence Intervals
• Generalized inferences on the common mean vector of several multivariate normal populations
• scientific article; zbMATH DE number 699423 (Why is no real title available?)
• On Behrens-Fisher problem for continuous time Gaussian processes
• Testing and Confidence estimation of the Mean of a multidimensional Gaussian Process
• The effects of different choices of order for autoregressive approximation on the Gaussian likelihood estimates for ARMA models
• The generalized P-value in one-sided testing in two sample multivariate normal populations

Cited in

(2)

• Generalized inferences about the mean vector of several multivariate Gaussian processes
• On Behrens-Fisher problem for continuous time Gaussian processes

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