发表状态 | 已发表Published |
题名 | Generalized F-tests for the multivariate normal mean |
作者 | |
发表日期 | 2009 |
发表期刊 | Computational Statistics and Data Analysis
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ISSN/eISSN | 0167-9473 |
卷号 | 53期号:4页码:1177-1190 |
摘要 | Based on Läuter's [Läuter, J., 1996. Exact t and F tests for analyzing studies with multiple endpoints. Biometrics 52, 964-970] exact t test for biometrical studies related to the multivariate normal mean, we develop a generalized F-test for the multivariate normal mean and extend it to multiple comparison. The proposed generalized F-tests have simple approximate null distributions. A Monte Carlo study and two real examples show that the generalized F-test is at least as good as the optional individual Läuter's test and can improve its performance in some situations where the projection directions for the Läuter's test may not be suitably chosen. The generalized F-test could be superior to individual Läuter's tests and the classical Hotelling T2-test for the general purpose of testing the multivariate normal mean. It is shown by Monte Carlo studies that the extended generalized F-test outperforms the commonly-used classical test for multiple comparison of normal means in the case of high dimension with small sample sizes. © 2008 Elsevier B.V. All rights reserved. |
DOI | 10.1016/j.csda.2008.10.023 |
收录类别 | SCIE |
语种 | 英语English |
WOS研究方向 | Computer Science ; Mathematics |
WOS类目 | Computer Science, Interdisciplinary Applications ; Statistics & Probability |
WOS记录号 | WOS:000263626700033 |
引用统计 | |
文献类型 | 期刊论文 |
条目标识符 | https://repository.uic.edu.cn/handle/39GCC9TT/3352 |
专题 | 个人在本单位外知识产出 |
作者单位 | 1.Department of Management, University of New Haven, West Haven, CT 06516, 300 Boston Post Road, United States 2.Department of Mathematics, Hong Kong Baptist University, Kowloon Tong, Hong Kong, Hong Kong |
推荐引用方式 GB/T 7714 | Liang, Jiajuan,Tang, Man Lai. Generalized F-tests for the multivariate normal mean[J]. Computational Statistics and Data Analysis, 2009, 53(4): 1177-1190. |
APA | Liang, Jiajuan, & Tang, Man Lai. (2009). Generalized F-tests for the multivariate normal mean. Computational Statistics and Data Analysis, 53(4), 1177-1190. |
MLA | Liang, Jiajuan,et al."Generalized F-tests for the multivariate normal mean". Computational Statistics and Data Analysis 53.4(2009): 1177-1190. |
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