Hypothesis testing for the generalized multivariate modified Bessel model

DOI10.1016/S0047-259X(03)00042-3zbMath1018.62045OpenAlexW2028045633MaRDI QIDQ1403423

Steve Drekic, Lehana Thabane

Publication date: 1 September 2003

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0047-259x(03)00042-3

zbMATH Keywords

Behrens-Fisher problemuncorrelated samplesHotelling's T-square statisticgeneralized multivariate modified Bessel distributionnon-central F-Bessel distributionScheffe's T-square statistic

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (7)

Spearman rank correlation of the bivariate Student \(t\) and scale mixtures of normal distributions ⋮ Segmented classification analysis with a class of rectangle-screened elliptical populations ⋮ An optimal classification rule for multiple interval-screened scale mixture of normal populations ⋮ Variance-Mean Mixture of Kotz-Type Distributions ⋮ Integration of indifference-zone with multi-objective computing budget allocation ⋮ Variance-mean mixture of the multivariate skew normal distribution ⋮ Bounds for Turánians of modified Bessel functions

Cites Work

• First hitting time models for the generalized inverse Gaussian distribution
• Estimation of the parameters of a regression model with a multivariate t error variable
• Bayesian and Non-Bayesian Analysis of the Regression Model with Multivariate Student-t Error Terms
• Testing equality of the means in two independent multivariatet distributions
• Estimation and decision for linear systems with elliptical random processes
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