Equivalence testing of mean vector and covariance matrix for multi-populations under a two-step monotone incomplete sample
Equivalence testing of mean vector and covariance matrix for multi-populations under a two-step monotone incomplete sample
复制标题
两步单调不完全样本下多元群体均值向量和协方差矩阵的等价检验
DOI：
10.1016/j.jmva.2014.08.005
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发表时间：
2014
期刊：
影响因子：
--
通讯作者：
S. Tsukada
中科院分区：
文献类型：
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作者：
S. Tsukada
研究了具有均值μ和协方差矩阵Σ的多元正态总体Np+q(Np+q)两步单调不完全数据下多总体均值向量和协方差矩阵的假设检验问题。考虑了三个零假设，给出了似然比准则和Wald-型准则。在数值模拟的基础上，推荐采用Wald准则进行试验。
This paper investigates the hypothesis testing of a mean vector and covariance matrix for multi-populations in the context of two-step monotone incomplete data drawn from N p+ q (μ, Σ), a multivariate normal population with mean μ and covariance matrix Σ. Three null hypotheses are considered, and the likelihood ratio criterion and Wald-type criterion are derived. On the basis of numerical simulations, the test that employs the Wald-type criterion is recommended.
DOI：
10.1080/03610926.2012.671881
发表时间：
2014-03
期刊：
Communications in Statistics - Theory and Methods
影响因子：
--
作者：
S. Tsukada
通讯作者：
S. Tsukada