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作者:

Ye, Ren-Dao (Ye, Ren-Dao.) | Wang, Song-Gui (Wang, Song-Gui.)

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摘要:

This article presents procedures for testing hypothesis and interval estimation of the common mean vector in MANOVA models when the covariance matrices are unknown and unequal. The methods are based on the concepts of generalized p-value and generalized confidence interval. Some important statistical properties of the exact test and confidence region are given. For two multivariate normal populations, a minor modification to the combined tests given by Zhou and Mathew (1994a) is proposed. Some simulation results to compare the performance of the proposed tests with others are reported. The simulation results indicate that new tests have significant gain in the power.

关键词:

combined test generalized confidence interval generalized p-value MANOVA

作者机构:

  • [ 1 ] [Ye, Ren-Dao]Hangzhou Dianzi Univ, Sch Finance, Hangzhou, Zhejiang, Peoples R China
  • [ 2 ] [Ye, Ren-Dao]Beijing Univ Technol, Coll Appl Sci, Beijing, Peoples R China
  • [ 3 ] [Wang, Song-Gui]Beijing Univ Technol, Coll Appl Sci, Beijing, Peoples R China

通讯作者信息:

  • [Ye, Ren-Dao]Beijing Univ, Coll Appl Sci, Mailbox 401, Beijing 100124, Peoples R China

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来源 :

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS

ISSN: 0361-0926

年份: 2008

期: 14

卷: 37

页码: 2291-2303

0 . 8 0 0

JCR@2022

ESI学科: MATHEMATICS;

JCR分区:4

被引次数:

WoS核心集被引频次: 6

SCOPUS被引频次: 6

ESI高被引论文在榜: 0 展开所有

万方被引频次:

中文被引频次:

近30日浏览量: 2

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