Bootstrap approach to test the homogeneity of order restricted mean vectors when the covariance matrices are unknown
DOI10.1080/03610918.2016.1231813zbMATH Open1384.62113OpenAlexW2526132151MaRDI QIDQ4607378FDOQ4607378
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
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
multivariate normal distributiontype I errorMonte Carlo simulationmultivariate isotonic regressiontesting homogeneity of mean vectorsbootstrap approach
Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15) Parametric inference under constraints (62F30)
Cites Work
- Constrained Statistical Inference
- Title not available (Why is that?)
- Title not available (Why is that?)
- Multivariate generalizations of jonckheere's test for ordered alternatives
- A TEST OF HOMOGENEITY FOR ORDERED ALTERNATIVES
- An algorithm for computing multivariate isotonic regression
- A multivariate version of isotonic regression
- Testing homogeneity of multivariate normal mean vectors under an order restriction when the covariance matrices are common but unknown
- On the computation of some properties of testing homogeneity of multivariate normal mean vectors against an order restriction
- More powerful tests for homogeneity of multivariate normal mean vectors under an order restriction
- Testing Against Ordered Alternatives in Model I Analysis of Variance; Normal Theory and Nonparametric
- A TEST OF HOMOGENEITY OF MEAN VECTORS AGAINST MULTIVARIATE ISOTONIC ALTERNATIVES
- Comparison of Powers of some Tests for Testing Homogeneity Under Order Restrictions in Multivariate Normal Means
- Parametric and permutation testing for multivariate monotonic alternatives
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
Uses Software
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)
