A test for the mean vector with fewer observations than the dimension under non-normality

Muni S. Srivastava

Journal of Multivariate Analysis, 2009, vol. 100, issue 3, 518-532

Abstract: In this article, we consider the problem of testing that the mean vector in the model , where are random p-vectors, and zij are independently and identically distributed with finite four moments, ; that is need not be normally distributed. We shall assume that C is a pxp non-singular matrix, and there are fewer observations than the dimension, N

Keywords: 62H10; 62H15; Asymptotic; null; and; non-null; distribution; Fewer; observations; High; dimension; Non-normality; Testing; mean; vector (search for similar items in EconPapers)
Date: 2009
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Citations: View citations in EconPapers (33)

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