EconPapers    
Economics at your fingertips  
 

An extension of Bar-Hen's preliminary test procedure

Radoslaw Kala and Miroslaw Krzysko

Journal of Multivariate Analysis, 2003, vol. 84, issue 2, 410-412

Abstract: An asymptotic test procedure, proposed by Bar-Hen (J. Multivariate Anal. 57 (1996) 266), for deciding if a given set of data represents a new population or one of k a priori known populations, is extended to the case when the new population is described by more than one parameter.

Keywords: Mahalanobis; distance; Kullback-Leibler; divergence; Minimum; of; correlated; normal; variables (search for similar items in EconPapers)
Date: 2003
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0047-259X(02)00031-3
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:84:y:2003:i:2:p:410-412

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Journal of Multivariate Analysis is currently edited by de Leeuw, J.

More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().

 
Page updated 2025-03-19
Handle: RePEc:eee:jmvana:v:84:y:2003:i:2:p:410-412