Equivalence testing of mean vector and covariance matrix for multi-populations under a two-step monotone incomplete sample

Shin-ichi Tsukada

Journal of Multivariate Analysis, 2014, vol. 132, issue C, 183-196

Abstract: This paper investigates the hypothesis testing of a mean vector and covariance matrix for multi-populations in the context of two-step monotone incomplete data drawn from Np+q(μ,Σ), a multivariate normal population with mean μ and covariance matrix Σ. Three null hypotheses are considered, and the likelihood ratio criterion and Wald-type criterion are derived. On the basis of numerical simulations, the test that employs the Wald-type criterion is recommended.

Keywords: Mean vector; Covariance matrix; Likelihood ratio criterion; Wald-type criterion; Monotone incomplete data (search for similar items in EconPapers)
Date: 2014
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Citations: View citations in EconPapers (3)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:132:y:2014:i:c:p:183-196

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DOI: 10.1016/j.jmva.2014.08.005

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