Testing the equality of several multivariate normal mean vectors under heteroscedasticity: A fiducial approach and an approximate test
Sign Up to like & getrecommendations! Published in 2018 at "Communications in Statistics - Theory and Methods"
DOI: 10.1080/03610926.2017.1324984
Abstract: ABSTRACT We consider the problem of testing the equality of several multivariate normal mean vectors under heteroscedasticity. We first construct a fiducial confidence region (FCR) for the differences between normal mean vectors and we then… read more here.
Keywords: mean vectors; testing equality; equality several; test ... See more keywords
Moments of doubly truncated multivariate normal mean-mixture distributions
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DOI: 10.1080/03610926.2024.2395892
Abstract: Abstract Recently, considerable interest has been in deriving explicit expressions for moment of different truncated multivariate distributions. This is due to their usefulness in developing efficient EM-algorithm for the maximum likelihood estimation of the corresponding… read more here.
Keywords: mean mixture; normal mean; truncated multivariate; multivariate normal ... See more keywords
Admissible estimators of a multivariate normal mean vector when the scale is unknown
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DOI: 10.1093/biomet/asaa102
Abstract: We study admissibility of a subclass of generalized Bayes estimators of a multivariate normal vector in the case where the variance is unknown, under scaled quadratic loss. Minimaxity is established for some of these estimators. read more here.
Keywords: multivariate normal; mean vector; admissible estimators; normal mean ... See more keywords