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Verification of conical hypotheses in the multivariate Gaussian analysis

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Abstract

The concept of a matrix cone in ℝ p n is introduced and its basic properties are studied. Based on this concept, the problem of testing conic hypotheses in a multivariate Gaussian analysis is considered. This problem generalizes the corresponding univariate analogues. The distribution of the critical test is obtained under the hypothesis.

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References

  1. P. A. Kashitsyn, “Multivariate Model with a Kronecker Product Covariance Structure: S. N. Roy Method of Estimation,” Math. Methods Stat. 20 (1), 75 (2011).

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  2. P. A. Kashitsyn, “Multivariate Model with Correlated Observation Units,” Theory Probab. Appl. 56 (3), 602 (2011).

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  3. Yu. N. Tyurin, “Checking Conic Hypotheses,” in Mathematics, Mechanics, Informatics. Proc. Gonf. Dedicated to 10th Anniversary of RFBR (Fizmatlit, Moscow, 2005), pp. 289–307.

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Authors and Affiliations

  1. Faculty of Mechanics and Mathematics, Moscow State University, Leninskie Gory, Moscow, 119991, Russia

    P. A. Kashitsyn

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  1. P. A. Kashitsyn
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Correspondence to P. A. Kashitsyn.

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Original Russian Text © P.A. Kashitsyn, 2015, published in Vestnik Moskovskogo Universiteta, Matematika. Mekhanika, 2015, Vol. 70, No. 3, pp. 15–18.

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Kashitsyn, P.A. Verification of conical hypotheses in the multivariate Gaussian analysis. Moscow Univ. Math. Bull. 70, 115–118 (2015). https://doi.org/10.3103/S0027132215030031

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  • DOI: https://doi.org/10.3103/S0027132215030031

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