Multivariate hypothesis testing using generalized and {2}-inverses – with applications
DOI10.1080/02331888.2014.896917zbMATH Open1382.62029OpenAlexW2065247570MaRDI QIDQ5263990FDOQ5263990
Publication date: 20 July 2015
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331888.2014.896917
Recommendations
- Certain Multi Sample Tests for Inverse Gaussian Populations
- Generalized \(F\)-tests for the multivariate normal mean
- Nonparametric tests for the general multivariate multi-sample problem
- scientific article; zbMATH DE number 4024488
- scientific article; zbMATH DE number 3970073
- Wald-type statistics using \(\{2 \}\)-inverses for hypothesis testing in general factorial designs
- The \(\{\) 2\(\}\)-inverse with applications in statistics
- Multivariate testing and model-checking for generalized order statistics with applications
multivariate analysisgeneralized inverses\{2\}-inversessingular normal distributiongeneralized Wald's method
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Hypothesis testing in multivariate analysis (62H15) Applications of statistics to environmental and related topics (62P12)
Cites Work
- Large Sample Properties of Generalized Method of Moments Estimators
- Linear Statistical Inference and its Applications
- Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
- On the distribution of quadratic forms in normal random variables
- Specification Tests in Econometrics
- Title not available (Why is that?)
- Computing the distribution of quadratic forms in normal variables
- Diagnostic Checking in ARMA Models With Uncorrelated Errors
- Stochastic Comparison of Tests
- Non-linear regression for multiple time-series
- Robust Nonparametric Statistical Methods
- Diagnostic testing of univariate time series models
- Concerning a Certain Probability Problem
- Bartlett's formula for a general class of nonlinear processes
- On the asymptotic standard errors of residual autocorrelations in nonlinear time series modelling
- Asymptotic inference for eigenvectors
- Testing for the mean vector of a multivariate normal distribution with a possibly singular dispersion matrix and related results
- A note on generalized Wald's method
- Notes on the distribution of quadratic forms in singular normal variables
Cited In (9)
- Estimating the mean and its effects on Neyman smooth tests of normality for ARMA models
- A unified approach to testing mean vectors with large dimensions
- Application of distance standard deviation in functional data analysis
- A semi-nonparametric estimator of regression discontinuity design with discrete duration outcomes
- Wald-type statistics using \(\{2 \}\)-inverses for hypothesis testing in general factorial designs
- Marginal Distance and Hilbert-Schmidt Covariances-Based Independence Tests for Multivariate Functional Data
- Inferences from asymmetric multivariate exponential power distribution
- Invariant tests based onM-estimators, estimating functions, and the generalized method of moments
- CBM for testing multiple hypotheses with directional alternatives in sequential experiments
This page was built for publication: Multivariate hypothesis testing using generalized and {2}-inverses – with applications
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5263990)
