The extreme value of the generalized distances of the individual points in the multivariate normal sample
From MaRDI portal
(Redirected from Publication:773593)
Cites work
- scientific article; zbMATH DE number 3133882 (Why is no real title available?)
- scientific article; zbMATH DE number 3184413 (Why is no real title available?)
- scientific article; zbMATH DE number 3072500 (Why is no real title available?)
- scientific article; zbMATH DE number 3087304 (Why is no real title available?)
- An Optimum Solution to the $k$-Sample Slippage Problem for the Normal Distribution
- ON THE APPLICATION TO STATISTICS OF AN ELEMENTARY THEOREM IN PROBABILITY
- Revised upper percentage points of the extreme studentized deviate from the sample mean
- THE DISTRIBUTION OF THE EXTREME DEVIATE FROM THE SAMPLE MEAN AND ITS STUDENTIZED FORM
Cited in
(28)- Asymptotic expaxsioxs for the joint distribution of cirrelated hotellings t2statlstics under normality
- On the simultaneous ANOVA and MANOVA tests
- Asymptotic Expansion for Sampling Distribution and Sample Size in Statistical Inference I–Presentation of the Problem, Illustrated by the T2-Test
- Outliers in multivariate regression models.
- Tables for a multivariate extension of the dunnett test when the control group and balanced experimental groups have different sample sizes
- Asymptotic Expansions for the Distributions of Maximum and Sum of Quasi-Independent Hotelling'sT2Statistics Under Non Normality
- A Review of the packing problem
- Distributions of Lawley-Hotelling'sT02and Related Statistics: A Review
- On constructingT2control charts for retrospective examination
- Gaussian approximation to bivariate rayleigh distributions
- scientific article; zbMATH DE number 7387187 (Why is no real title available?)
- Multiple comparisons of several homoscedastic multivariate populations
- Notes on multivariate confidence bounds
- Bounds on the joint distribution of \(T^ 2_ 0\) statistics
- Density functions of the bivariate chi-square distribution
- Multivariate gamma distributions with one-factorial accompanying correlation matrices and applications to the distribution of the multivariate range
- The Multivariate Tukey-Kramer Multiple Comparison Procedure Among Four Correlated Mean Vectors
- Multiple Comparisons Among Mean Vectors When the Dimension is Larger Than the Total Sample Size
- Some generalizations of the T-method in simultaneous inference
- A generalization of a bivariate chi‐square distribution
- Hotspot detection with bivariate data
- On detection of change points using mean vectors
- An Asymptotic Expansion of the Distribution of Hotelling'sT2-Statistic Under General Distributions
- Siotani's Contributions to Multivariate Statistical Analysis
- Simultaneous confidence intervals among \(k\) mean vectors in repeated measures with missing data
- Simultaneous confidence intervals among \(k\) mean vectors in repeated measures with missing data
- Some Slippage Tests of Mean for a Single Outlier in Multivariate Normal Data
- On the conservative simultaneous confidence procedures for multiple comparisons among mean vectors
This page was built for publication: The extreme value of the generalized distances of the individual points in the multivariate normal sample
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q773593)