The Multivariate Heteroscedastic Method: Distributions of Statistics and an Application

DOI10.1080/01966324.1987.10737209zbMath0657.62059OpenAlexW1983859074MaRDI QIDQ3805657

Mínoru Siotani, Hiroto Hyakutake

Publication date: 1987

Published in: American Journal of Mathematical and Management Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01966324.1987.10737209

zbMATH Keywords

percentilesnumerical exampleasymptotic expansionssimultaneous confidence intervalsasymptotic approximationsp-variate normal distributionheteroscedastic methodtwo-stage sampling schemedifferential operator methoddifference of mean vectorsdistributions of functions of a Wishart matrixu statisticv statistics

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20)

Related Items (2)

The heteroscedastic method: Multivariate implementation ⋮ A construction method of certain matrices required in the multivariate heteroscedastic method

Cites Work

• The heteroscedastic method: Multivariate implementation
• A construction method of certain matrices required in the multivariate heteroscedastic method
• A Two-Sample Test for a Linear Hypothesis Whose Power is Independent of the Variance
• Unnamed Item

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