SOME ASYMPTOTIC SIMULTANEOUS TESTS FOR MULTIVARIATE MOVING AVERAGE PROCESSES.

Abstract

The present investigation is concerned with the study of a class of asymptotic simultaneous tests in m-dependent moving average schemes. These procedures involve the use of the sample means, sign statistics and some other well-known rank statistics. The results are the multivariate multi-sample generalizations of Sen (1965) along the lines of simultaneous test procedures of Krishnaiah (1969). (Author)

Document Details

Document Type
Technical Report
Publication Date
Oct 01, 1969
Accession Number
AD0700771

Entities

People

  • P. K. Sen
  • Paruchuri R. Krishnaiah

Organizations

  • Air Force Research Laboratory

Tags

DTIC Thesaurus Topics

  • Computing-Related Activities
  • Data Science
  • Information Science
  • Statistics

Fields of Study

  • Mathematics

Readers

  • Regression Analysis.
  • Statistical inference.