A two-stage test for the mean of a multivariate normal distribution with unknown covariance matrix
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Publication:3738411
DOI10.1080/03610928608829109zbMath0602.62047OpenAlexW2033826318MaRDI QIDQ3738411
Publication date: 1986
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610928608829109
unknown covariance matrixexpected sample sizeComparisonstwo-stage testsHotelling's T square testmean of a multivariate normal distributionone stage test
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