Properties of the singular, inverse and generalized inverse partitioned Wishart distributions [PDF]
In this paper we discuss the distributions and independency properties of several generalizations of the Wishart distribution. First, an analog to Muirhead [R.J. Muirhead, Aspects of Multivariate Statistical Theory, Wiley, New York, 1982] Theorem 3.2.10
Bodnar, Taras, Okhrin, Yarema
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Two multivariate online change detection models. [PDF]
J Appl Stat, 2022 Guo L, Modarres R.
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A weighted multivariate signed-rank test for cluster-correlated data [PDF]
A weighted multivariate signed-rank test is introduced for an analysis of multivariate clustered data. Observations in different clusters may then get different weights. The test provides a robust and efficient alternative to normal theory based methods.
Haataja, Riina +3 more
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Optimization Problem in a Class of Linear System. Application to Multiple Drug Administration [PDF]
, 2011 2000 Mathematics Subject Classification: 62H15, 62P10.The optimal control settings are useful tools in studying the behavior of the plasma concentration of a drug (medicine) after its application.
Prodanova, Krasimira
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Enhanced one-sided confidence regions for a multivariate location parameter [PDF]
If a one-sided test for a multivariate location parameter is inverted, the resulting confidence region may have an unpleasant shape. In particular, if the null and alternative hypothesis are both composite and complementary, the confidence region usually
Vock, Michael
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Asymptotic expansions of test statistics for dimensionality and additional information in canonical correlation analysis when the dimension is large [PDF]
This paper examines asymptotic expansions of test statistics for dimensionality and additional information in canonical correlation analysis based on a sample of size N=n+1 on two sets of variables, i.e., and .
Sakurai, Tetsuro
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Tests of independence among continuous random vectors based on Cramr-von Mises functionals of the empirical copula process [PDF]
A decomposition of the independence empirical copula process into a finite number of asymptotically independent sub-processes was studied by Deheuvels.
Kojadinovic, Ivan, Holmes, Mark
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Third-order power comparisons for a class of tests for multivariate linear hypothesis under general distributions [PDF]
The purpose of this paper is, in multivariate linear regression model (Part I) and GMANOVA model (Part II), to investigate the effect of nonnormality upon the nonnull distributions of some multivariate test statistics under normality.
Kakizawa, Yoshihide
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Nonparametric methods for unbalanced multivariate data and many factor levels [PDF]
We propose different nonparametric tests for multivariate data and derive their asymptotic distribution for unbalanced designs in which the number of factor levels tends to infinity (large a, small ni case). Quasi gratis, some new parametric multivariate
Harrar, Solomon W., Bathke, Arne C.
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An unbiased likelihood ratio test for equality of the covariance matrices in several multivariate normal populations with partially known means [PDF]
Let samples from d multivariate normal populations be given with unknown covariance matrices [Sigma]k, k = 1,..., and with the mean of the i'th sample (i = 1,...k)) in the k'th population given by Bkzk,i +ak,i where Bk is unknown and zk,i and ak,i are ...
Holmquist, Björn
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