POWER COMPARISON OF SOME TESTS FOR DETECTING A CHANGE IN THE MULTIVARIATE MEAN

DOI10.1081/SAC-100001855zbMath1008.62534OpenAlexW2134424079MaRDI QIDQ4787575

Tumulesh K. S. Solanky, Ashish Sen, Muni S. Srivastava

Publication date: 8 January 2003

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

Full work available at URL: https://doi.org/10.1081/sac-100001855

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15) Statistical tables (62Q05)

Cites Work

• On tests for detecting change in mean
• On tests for detecting change in mean when variance is unknown
• Likelihood Ratio Tests for a Change in the Multivariate Normal Mean
• Some One-Sided Tests for Change in Level
• Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time

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