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A test of location for exchangeable multivariate normal data with unknown correlation
We consider the problem of testing whether the common mean of a single n–vector of multivariate normal random variables with known variance and unknown common correlation ρ is zero. We derive the standardized likelihood ratio test for known ρ and explore different ways of proceeding with ρ unknown....
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| Главные авторы: | , |
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| Формат: | Artigo |
| Язык: | Inglês |
| Опубликовано: |
2012
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| Предметы: | |
| Online-ссылка: | https://ncbi.nlm.nih.gov/pmc/articles/PMC3224074/ https://ncbi.nlm.nih.gov/pubmed/22125347 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1016/j.jmva.2011.07.003 |
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