Union-Intersection Test for the Mean Vector When the Covariance Matrix Is Totally Reducible

DOI10.2307/2286332zbMATH Open0413.62037OpenAlexW4230556310MaRDI QIDQ3048074

Bimal Kumar Sinha, Harry S. Wieand

Publication date: 1979

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2286332

zbMATH Keywords

Monte Carlocovariance matrixPitman efficiencymean vectorunion-intersection testtotally reduciblemultinormal

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15) Monte Carlo methods (65C05)

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