Testing for the mean vector of a multivariate normal distribution with a possibly singular dispersion matrix and related results

DOI10.1016/0167-7152(91)90110-DzbMath0744.62084OpenAlexW2094874647MaRDI QIDQ1176995

P. Bhimasankaram, Debasis Sengupta

Publication date: 25 June 1992

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(91)90110-d

zbMATH Keywords

multivariate normal distributionsingular Wishart distributionpositive definitedensity of Wishart distributionextension of Hotelling's \(T\)-square testsingular multivariate distributions

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15)

Related Items (3)

Bayesian linear models for cardinal paired comparison data ⋮ Changes in the general linear model: A unified approach ⋮ Multivariate hypothesis testing using generalized and {2}-inverses – with applications

Cites Work

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