Click on the DOI link to access the article (may not be free).For several normal mean vectors restricted by a simple ordering with respect to a multivariate order, this article derives sufficient and necessary conditions for the restricted MLEs for both mean vectors and covariance matrix, and develops an ad hoc test. It establishes conditions for the bounds of the p-values. One example of such bound is given with some comments
Paper presented to the 6th Annual Symposium on Graduate Research and Scholarly Projects (GRASP) held...
This paper considers the likelihood ratio tests for homogeneity of normal means versus order-restric...
AbstractWe consider estimating the mean θ of an n dimensional normal vector X with the restriction t...
Click on the DOI link below to access the article (may not be free).The tests on the homogeneity of ...
Thesis (Ph.D.)--Wichita State University, College of Liberal Arts and Sciences, Dept. of Mathematics...
AbstractThe tests on the homogeneity of the columns of the coefficient matrix in a multiple multivar...
AbstractFor the multivariate normal mean vector testing problem, it is shown that in the light of po...
We derive an approximation to the null distribution of Fisher's statistic for combining p-values whe...
A class of tests for normality using the ratio of two estimates of the standard deviation is general...
In this paper, we consider n independent observations from a multivariate normal distribution and di...
Bartlett’s test, Combining independent tests, Fisher’s Combination method, Logit Combination method,...
[[abstract]]Kubokawa (1991, Journal of Multivariate Analysis) constructed a shrinkage estimator of a...
In this paper, we obtain the restricted maximum likelihood estimators (RMLE’s) for means in normal d...
AbstractFor Wishart density functions, there remains a long-time question unsolved. That is whether ...
AbstractFor some mixed models (involving both stochastic and nonstochastic predictors), a general cl...
Paper presented to the 6th Annual Symposium on Graduate Research and Scholarly Projects (GRASP) held...
This paper considers the likelihood ratio tests for homogeneity of normal means versus order-restric...
AbstractWe consider estimating the mean θ of an n dimensional normal vector X with the restriction t...
Click on the DOI link below to access the article (may not be free).The tests on the homogeneity of ...
Thesis (Ph.D.)--Wichita State University, College of Liberal Arts and Sciences, Dept. of Mathematics...
AbstractThe tests on the homogeneity of the columns of the coefficient matrix in a multiple multivar...
AbstractFor the multivariate normal mean vector testing problem, it is shown that in the light of po...
We derive an approximation to the null distribution of Fisher's statistic for combining p-values whe...
A class of tests for normality using the ratio of two estimates of the standard deviation is general...
In this paper, we consider n independent observations from a multivariate normal distribution and di...
Bartlett’s test, Combining independent tests, Fisher’s Combination method, Logit Combination method,...
[[abstract]]Kubokawa (1991, Journal of Multivariate Analysis) constructed a shrinkage estimator of a...
In this paper, we obtain the restricted maximum likelihood estimators (RMLE’s) for means in normal d...
AbstractFor Wishart density functions, there remains a long-time question unsolved. That is whether ...
AbstractFor some mixed models (involving both stochastic and nonstochastic predictors), a general cl...
Paper presented to the 6th Annual Symposium on Graduate Research and Scholarly Projects (GRASP) held...
This paper considers the likelihood ratio tests for homogeneity of normal means versus order-restric...
AbstractWe consider estimating the mean θ of an n dimensional normal vector X with the restriction t...