Equivalence testing of mean vector and covariance matrix for multi-populations under a two-step monotone incomplete sample

JOURNAL OF MULTIVARIATE ANALYSIS

卷:132

Article

Tsukada, Shin-ichi

关键词: Mean vector;    Covariance matrix;    Likelihood ratio criterion;    Wald-type criterion;    Monotone incomplete data;   

DOI  :  10.1016/j.jmva.2014.08.005

来源: Elsevier

【 摘 要 】

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 Np+q(mu, Sigma), a multivariate normal population with mean mu and covariance matrix Sigma. 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. (C) 2014 Elsevier Inc. All rights reserved.

【 授权许可】

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