Bootstrap approach to test the homogeneity of order restricted mean vectors when the covariance matrices are unknown

DOI10.1080/03610918.2016.1231813zbMath1384.62113OpenAlexW2526132151MaRDI QIDQ4607378

Abouzar Bazyari

Publication date: 13 March 2018

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2016.1231813

zbMATH Keywords

Monte Carlo simulationmultivariate normal distributiontype I errormultivariate isotonic regressiontesting homogeneity of mean vectorsbootstrap approach

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15) Parametric inference under constraints (62F30)

Related Items (3)

On the conditional test of order restricted multivariate normal mean vectors: simulation study and application ⋮ A general testing for order restriction on mean vectors of multivariate normal populations ⋮ Isotonic regression for metallic microstructure data: estimation and testing under order restrictions

Uses Software

• AS 53

Cites Work

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• An algorithm for computing multivariate isotonic regression
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• On the computation of some properties of testing homogeneity of multivariate normal mean vectors against an order restriction
• Constrained Statistical Inference
• A TEST OF HOMOGENEITY OF MEAN VECTORS AGAINST MULTIVARIATE ISOTONIC ALTERNATIVES
• A TEST OF HOMOGENEITY FOR ORDERED ALTERNATIVES
• Multivariate generalizations of jonckheere's test for ordered alternatives
• Comparison of Powers of some Tests for Testing Homogeneity Under Order Restrictions in Multivariate Normal Means
• A multivariate version of isotonic regression
• Testing Against Ordered Alternatives in Model I Analysis of Variance; Normal Theory and Nonparametric

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