A construction method of certain matrices required in the multivariate heteroscedastic method

DOI10.1007/BF02482539zbMath0656.62075OpenAlexW2040432370MaRDI QIDQ1110220

Hiroto Hyakutake

Publication date: 1986

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02482539

zbMATH Keywords

normal meansconstruction methodmatrix quadratic equationheteroscedastic methodinference on meanstwo-stage sampling scheme

Mathematics Subject Classification ID

Multivariate analysis (62H99) Matrix equations and identities (15A24)

Related Items (3)

The heteroscedastic method: Multivariate implementation ⋮ Healy's sample size of two-stage procedure in heteroscedastic simultaneous inference ⋮ The Multivariate Heteroscedastic Method: Distributions of Statistics and an Application

Cites Work

• On an Extension of Stein's TwoSample Procedure to the MultiNormal Problem
• The Multivariate Heteroscedastic Method: Distributions of Statistics and an Application
• A Two-Sample Test for a Linear Hypothesis Whose Power is Independent of the Variance
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