p-values of a test on homogeneous means in a multivariate isotonic regression

Xiaomi Hu

Statistics & Probability Letters, 2009, vol. 79, issue 19, 2005-2011

Abstract: This paper considers a multivariate isotonic regression model in which the columns of the mean matrix are constrained by a quasi-ordering. For the test on the homogeneity of the means an ad hoc test statistic is derived. When the order restriction is confined to the elements of only one row, another statistic is obtained. A sufficient condition is established under which the p-value of the test is expressed through the distribution of the second statistic at a specified parameter point. This result not only simplifies the expression of the p-values but also makes the computation for the p-values by the Monte Carlo method possible.

Date: 2009
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-7152(09)00233-8
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:stapro:v:79:y:2009:i:19:p:2005-2011

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

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().