Screening among multivariate normal data

DOI10.1006/JMVA.1998.1788MaRDI QIDQ1290935zbMATH OpenOpenAlexFDO

Authors Pinyuen Chen, William L. Melvin, Michael C. Wicks

Publication date 6 October 1999

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1006/jmva.1998.1788

zbMATH Keywords

normal populationseigenvaluecovariance structureradar signal processingleast favorable configurationsubset selection approachindifference zone approachprobability of correct screening

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Multivariate distribution of statistics (62H10) Statistical ranking and selection procedures (62F07)

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Cites work

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• A Single-Sample Multiple Decision Procedure for Ranking Means of Normal Populations with known Variances
• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
• Some Distribution Problems Connected with the Characteristic Roots of $S_1S^{-1}_2$
• Test for a specified signal when the noise covariance matrix is unknown

Cited in

(7)

• Variable screening based on Gaussian centered L-moments
• Screening for Multiple Target Detection
• A Selection Procedure for the Number of Signals in Presence of Colored Noise
• A selection procedure for estimating the number of signal components
• Screening for a multivariate mixture normal distribution
• Some extensions of Langenberg model for clinical trials with delayed observations normally distributed responses
• Reiterative robust adaptive thresholding for nonhomogeneity detection in non-Gaussian noise

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