Bootstrap approach to test the homogeneity of order restricted mean vectors when the covariance matrices are unknown

DOI10.1080/03610918.2016.1231813MaRDI QIDQ4607378zbMATH OpenOpenAlexFDO

Authors Abouzar Bazyari

Publication date 13 March 2018

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2016.1231813

zbMATH Keywords

multivariate normal distributiontype I errorMonte Carlo simulationmultivariate isotonic regressiontesting homogeneity of mean vectorsbootstrap approach

Mathematics Subject Classification ID

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

Recommendations

• Testing homogeneity of mean vectors against ordered restriction in multivariate normal distribution
• On the computation of some properties of testing homogeneity of multivariate normal mean vectors against an order restriction
• Testing homogeneity of multivariate normal mean vectors under an order restriction when the covariance matrices are common but unknown
• More powerful tests for homogeneity of multivariate normal mean vectors under an order restriction
• scientific article; zbMATH DE number 5218707

Cites work

• scientific article; zbMATH DE number 193111 (Why is no real title available?)
• scientific article; zbMATH DE number 3390139 (Why is no real title available?)
• A TEST OF HOMOGENEITY FOR ORDERED ALTERNATIVES
• A TEST OF HOMOGENEITY OF MEAN VECTORS AGAINST MULTIVARIATE ISOTONIC ALTERNATIVES
• A multivariate version of isotonic regression
• An algorithm for computing multivariate isotonic regression
• Comparison of Powers of some Tests for Testing Homogeneity Under Order Restrictions in Multivariate Normal Means
• Constrained Statistical Inference
• More powerful tests for homogeneity of multivariate normal mean vectors under an order restriction
• Multivariate generalizations of jonckheere's test for ordered alternatives
• On the computation of some properties of testing homogeneity of multivariate normal mean vectors against an order restriction
• Parametric and permutation testing for multivariate monotonic alternatives
• Testing Against Ordered Alternatives in Model I Analysis of Variance; Normal Theory and Nonparametric
• Testing homogeneity of multivariate normal mean vectors under an order restriction when the covariance matrices are common but unknown

Cited in

(6)

• A general testing for order restriction on mean vectors of multivariate normal populations
• Isotonic regression for metallic microstructure data: estimation and testing under order restrictions
• On the conditional test of order restricted multivariate normal mean vectors: simulation study and application
• A stationary bootstrap test about two mean vectors comparison with somewhat dense differences and fewer sample size than dimension
• Bootstrap methods for multivariate hypothesis testing
• Bootstrap tests for multivariate directional alternatives

Describes a project that uses

Uses Software

• AS 53

This page was built for publication: Bootstrap approach to test the homogeneity of order restricted mean vectors when the covariance matrices are unknown

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4607378)