Generalized \(p\) value for multivariate Gaussian stochastic processes in continuous time

DOI10.1007/S00362-017-0907-7zbMath1432.62286OpenAlexW2609737432MaRDI QIDQ2338231

Ibarrola Pilar, M. Fenoy, Juan B. Seoane-Sepúlveda

Publication date: 21 November 2019

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-017-0907-7

zbMATH Keywords

hypothesis testingcontinuous timemultivariate Behrens-Fisher problemgeneralized \(p\) valuesequential observation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Gaussian processes (60G15) Non-Markovian processes: estimation (62M09) Sequential estimation (62L12)

Cites Work

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• The generalized P-value in one-sided testing in two sample multivariate normal populations
• Generalized Confidence Intervals
• Testing and Confidence estimation of the Mean of a multidimensional Gaussian Process

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