On Wald's sequential test for vector mean under multivariate normal distribution and correlated data

DOI10.1080/07474946.2020.1823196zbMATH Open1461.62136OpenAlexW3120847091MaRDI QIDQ4965658FDOQ4965658

Authors: Sueli A. Mingoti, Graziele Alexandrina Diniz 

Publication date: 9 March 2021

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474946.2020.1823196

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zbMATH Keywords

multivariate normal distributionMonte Carlo simulationWald's sequential testVAR modelstatistical quality controlautocorrelated data

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics in engineering and industry; control charts (62P30) Monte Carlo methods (65C05) Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20) Sequential statistical analysis (62L10)

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Cited In (1)

• A note on the sample size required in sequential tests for the generalized binomial distribution

Uses Software

• R

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