An Asymptotic Two-Sided Test in a Family of Multivariate Distribution
In the present paper, a two-sided test in a family of multivariate distribution according to the Mahalanobis distance with mean vector and positive definite matrix is considered. First, a family of multivariate distribution is introduced, then using the likelihood ratio method a test statistic is co...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Springer
2020-05-01
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| Series: | Journal of Statistical Theory and Applications (JSTA) |
| Subjects: | |
| Online Access: | https://www.atlantis-press.com/article/125940938/view |