Tests for the mean of a multivariate normal population
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- THE LIKELIHOOD RATIO TEST OF NORMAL MEAN WITH HYPOTHESIS DETERMINED BY A CONVEX POLYHEDRAL CONE AND THE MONOTONICITY OF ITS POWER FUNCTION
- scientific article; zbMATH DE number 679513
- Dominance of likelihood ratio tests under cone constraints
- Anomalies of the likelihood ratio test for testing restricted hypotheses
- Uniformly more powerful tests for hypotheses about linear inequalities when the variance is unknown
- Uniformly More Powerful Tests in a One-Sided Multivariate Problem
- Freund-Witten adelic formulae for Veneziano and Virasoro-Shapiro amplitudes
- A MULTIVARIATE TEST WITH COMPOSITE HYPOTHESES DETERMINED BY LINEAR INEQUALITIES WHEN THE COVARIANCE MATRIX HAS AN UNKNOWN SCALE FACTOR
Cites work
Cited in
(7)- Hayter and Tsui's test with double sampling for the vector mean of multivariate normal population
- TESTING THE NULL HYPOTHESIS THAT A NORMAL MEAN VECTOR LIES IN THE POSITIVE ORTHANT
- Duality in testing multivariate hypotheses
- scientific article; zbMATH DE number 1301709 (Why is no real title available?)
- scientific article; zbMATH DE number 528889 (Why is no real title available?)
- Testing homogeneity of several normal population means based on an interval hypothesis
- Generalized \(F\)-tests for the multivariate normal mean
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