지원사업
학술연구/단체지원/교육 등 연구자 활동을 지속하도록 DBpia가 지원하고 있어요.
커뮤니티
연구자들이 자신의 연구와 전문성을 널리 알리고, 새로운 협력의 기회를 만들 수 있는 네트워킹 공간이에요.
논문 기본 정보
- 자료유형
- 학술저널
- 저자정보
- 저널정보
- 한국자료분석학회 Journal of The Korean Data Analysis Society Journal of The Korean Data Analysis Society 제20권 제3호
- 발행연도
- 2018.1
- 수록면
- 1,089 - 1,097 (9page)
이용수
초록· 키워드
오류제보하기
In this study, we propose the simultaneous tests for the mean vector and covariance matrix for the multivariate normal data. For this, first of all, we drive the likelihood ratio function and obtain the asymptotic distribution for the two times of the log likelihood ratio function with the likelihood ratio arguments. Then we propose a likelihood ratio simultaneous test for the mean vector and covariance matrix. Also for obtaining the null distribution of the likelihood ratio function, we consider the Monte-Carlo method which depends completely upon the computer facility and its softwares. Then the Monte-Carlo method may yield the exact likelihood ratio simultaneous test. Then we illustrate our procedure with a numerical example and compare efficiency among proposed tests with the combination tests under the various scenarios for the mean vector and covariance matrix by obtaining empirical powers through a simulation study. Finally, we discuss some interesting features for the proposed simultaneous tests with related topics and a method for obtaining the likelihood ratio statistics.
목차
등록된 정보가 없습니다.
참고문헌 (14)
참고문헌 신청
Choudhari, P. / 2001 / Likelihood ratio test for simultaneous testing of the mean and variance of a normal distribution / Journal of Statistical Computing and Simulation 71:313~333
Chung, K. L. / 2001 / A Course in Probability Theory, 2nd Ed. / Academic Press
Lepage, Y. / 1971 / A combination of Wilcoxon's and Ansari-Bradley's statistics / Biometrika 58:213~218
Li, E. / 2012 / Distribution-free tests of mean vectors and covariance matrices for multivariate paired data / Metrika 75:833~854
Mardia, K. V. / 1979 / Multivariate Analysis / Academic Press
Chung, K. L. / 2001 / A Course in Probability Theory, 2nd Ed. / Academic Press
Lepage, Y. / 1971 / A combination of Wilcoxon's and Ansari-Bradley's statistics / Biometrika 58:213~218
Li, E. / 2012 / Distribution-free tests of mean vectors and covariance matrices for multivariate paired data / Metrika 75:833~854
Mardia, K. V. / 1979 / Multivariate Analysis / Academic Press
함께 읽어보면 좋을 논문
논문 유사도에 따라 DBpia 가 추천하는 논문입니다. 함께 보면 좋을 연관 논문을 확인해보세요!
-
A Simultaneous Inference for the Multivariate Data
Journal of The Korean Data Analysis Society
2017 .01
-
A note on the test for the covariance matrix under normality
CSAM(Communications for Statistical Applications and Methods)
2018 .01
-
Simultaneous Test Procedure for ANOVA with Possibly Unequal Variances
Journal of The Korean Data Analysis Society
2018 .01
-
Test procedures for the mean and variance simultaneously under normality
CSAM(Communications for Statistical Applications and Methods)
2016 .11
-
A Discussion for Test of Covariance Matrix with Likelihood Ratio Principle
Journal of The Korean Data Analysis Society
2017 .01
-
Likelihood-based inference for the ratio of shape parameters of generalized exponential distributions
한국데이터정보과학회지
2018 .05
-
Simultaneous Tests for the Mean and Variance under the Normality
Journal of The Korean Data Analysis Society
2015 .01
-
Likelihood-based inference for the ratio of the parameters of the inverse exponential distributions
한국데이터정보과학회지
2019 .11
-
A Note on the Two-Sample Tests under the Normality
Journal of The Korean Data Analysis Society
2018 .01
-
Small sample likelihood-based inference for the ratio of two independent Lévy distributions
한국데이터정보과학회지
2025 .03
-
A Note on the Combined Control Charts based on the Simultaneous Tests
Journal of The Korean Data Analysis Society
2016 .01
-
Simultaneous Tests with Combining Functions under Normality
CSAM(Communications for Statistical Applications and Methods)
2015 .11
-
Tests of equality of several variances with the likelihood ratio principle
CSAM(Communications for Statistical Applications and Methods)
2018 .07
-
A Note on the Two-Sample Comparison Tests under Normality
Journal of The Korean Data Analysis Society
2019 .01
-
A Study on the Multivariate Combined Control Chart
Journal of The Korean Data Analysis Society
2019 .01
-
Confidence intervals for the stress-strength reliability of the generalized exponential distribution
한국데이터정보과학회지
2018 .09
-
Statistical Issues on Instrumental Scores for Non-likelihood Stochastic Models
Quantitative Bio-Science
2017 .11
-
A Comparison Study of the Test for Right Censored and Grouped Data
CSAM(Communications for Statistical Applications and Methods)
2015 .07
-
Restricted maximum likelihood estimation of a censored random effects panel regression model
CSAM(Communications for Statistical Applications and Methods)
2019 .07
-
Analysis of Multivariate Binary Random Effect Models using Hierarchical Likelihood Approach
Journal of The Korean Data Analysis Society
2019 .01
이 논문의 저자 정보
최근 본 자료
댓글(0)
0