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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
ISSN/eISSN0167-9473
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.

DOI10.1016/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
被引频次:6[WOS]   [WOS记录]     [WOS相关记录]
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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