Multivariate generalization of t'- statistic based on the mean square successive difference

DOI10.1080/03610928908830015MaRDI QIDQ3473219zbMATH OpenOpenAlexFDO

Authors Chinubal G. Khatri

Publication date 1989

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610928908830015

zbMATH Keywords

F and t distributionshypergeometric function in matrix argumentsmean square successive differenceWishart distribution

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Recommendations

• RANK TESTS FOR MULTIVARIATE TREND
• Serially correlated differences in the paired comparison of time series
• Asymptotics for multivariate t-statistic and Hotelling's T^ 2- statistic under infinite second moments via bootstrapping
• Asymptotics for multivariate t-statistic for random vectors in the generalized domain of attraction of the multivariate normal law
• On Tests of Trend in a Weakly Stationary Time Series

Cites work

• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
• On approximating a linear combination of central wishart matrices with positive coefficients
• On Certain Distribution Problems Based on Positive Definite Quadratic Functions in Normal Vectors

This page was built for publication: Multivariate generalization of t'- statistic based on the mean square successive difference

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3473219)