RISS 학술연구정보서비스

검색
다국어 입력

http://chineseinput.net/에서 pinyin(병음)방식으로 중국어를 변환할 수 있습니다.

변환된 중국어를 복사하여 사용하시면 됩니다.

예시)
  • 中文 을 입력하시려면 zhongwen을 입력하시고 space를누르시면됩니다.
  • 北京 을 입력하시려면 beijing을 입력하시고 space를 누르시면 됩니다.
닫기
    인기검색어 순위 펼치기

    RISS 인기검색어

      KCI등재

      A Simultaneous Inference for the Multivariate Data

      한글로보기

      https://www.riss.kr/link?id=A103584928

      • 0

        상세조회
      • 0

        다운로드
      서지정보 열기
      • 내보내기
      • 내책장담기
      • 공유하기
      • 오류접수

      부가정보

      다국어 초록 (Multilingual Abstract)

      In this paper, we consider to propose several simultaneous tests for the mean vector and covariance matrix under the multivariate normality assumption for the underlying distribution. For doing this purpose, we consider to apply the likelihood ratio principle to obtain optimal test statistics in an optimal sense. Then we factor out two types of statistics from the likelihood ratio statistic and identify them a product two individual likelihood ratio test statistics such that one is for the test of the mean vector, the other, that of the covariance matrix. Since it would be difficult to obtain the joint distribution of the two types of the individual statistics, we consider to use the combination functions which combine the p-values from the individual partial hypothesis test results. Then we derive the distributions for the combination functions under the null hypothesis. Also we illustrate our test procedure with a numerical bivariate example which is obtained for the measurement of head sizes for the first and second sons and compare their results based on the p-values. Then we discuss some interesting features our proposed simultaneous tests with some related topics. Finally we allude some future topics with simultaneous test procedure with covariance matrix.
      번역하기

      In this paper, we consider to propose several simultaneous tests for the mean vector and covariance matrix under the multivariate normality assumption for the underlying distribution. For doing this purpose, we consider to apply the likelihood ratio p...

      In this paper, we consider to propose several simultaneous tests for the mean vector and covariance matrix under the multivariate normality assumption for the underlying distribution. For doing this purpose, we consider to apply the likelihood ratio principle to obtain optimal test statistics in an optimal sense. Then we factor out two types of statistics from the likelihood ratio statistic and identify them a product two individual likelihood ratio test statistics such that one is for the test of the mean vector, the other, that of the covariance matrix. Since it would be difficult to obtain the joint distribution of the two types of the individual statistics, we consider to use the combination functions which combine the p-values from the individual partial hypothesis test results. Then we derive the distributions for the combination functions under the null hypothesis. Also we illustrate our test procedure with a numerical bivariate example which is obtained for the measurement of head sizes for the first and second sons and compare their results based on the p-values. Then we discuss some interesting features our proposed simultaneous tests with some related topics. Finally we allude some future topics with simultaneous test procedure with covariance matrix.

      더보기

      참고문헌 (Reference)

      1 박효일, "Simultaneous Tests for the Mean and Variance under the Normality" 한국자료분석학회 17 (17): 1155-1164, 2015

      2 Pesarin, F., "Permutation Tests for Complex Data" Wiley 2010

      3 Mardia, K. V, "Multivariate Analysis" Academic Press 1979

      4 Berger, R. L., "Likelihood ratio tests and intersection-union tests" North Carolina State University 1996

      5 Choudhari, P., "Likelihood ratio test for simultaneous testing of the mean and variance of a normal distribution" 71 : 313-333, 2001

      6 Li, E., "Distribution-free tests of mean vectors and covariance matrices for multivariate paired data" 75 : 833-854, 2012

      7 Chen, G., "A new multivariate control chart for monitoring both location and dispersion" 34 : 203-217, 2005

      8 Zang, J., "A multivariate control chart for simultaneously monitoring process mean and variability" 54 : 2244-2252, 2010

      9 Lepage, Y., "A combination of Wilcoxon's and Ansari-Bradley's statistics" 58 : 213-218, 1971

      10 박효일, "A Study on the Nonparametric Simultaneous Tests for the Location and Scale Parameters" 한국자료분석학회 15 (15): 2333-2341, 2013

      1 박효일, "Simultaneous Tests for the Mean and Variance under the Normality" 한국자료분석학회 17 (17): 1155-1164, 2015

      2 Pesarin, F., "Permutation Tests for Complex Data" Wiley 2010

      3 Mardia, K. V, "Multivariate Analysis" Academic Press 1979

      4 Berger, R. L., "Likelihood ratio tests and intersection-union tests" North Carolina State University 1996

      5 Choudhari, P., "Likelihood ratio test for simultaneous testing of the mean and variance of a normal distribution" 71 : 313-333, 2001

      6 Li, E., "Distribution-free tests of mean vectors and covariance matrices for multivariate paired data" 75 : 833-854, 2012

      7 Chen, G., "A new multivariate control chart for monitoring both location and dispersion" 34 : 203-217, 2005

      8 Zang, J., "A multivariate control chart for simultaneously monitoring process mean and variability" 54 : 2244-2252, 2010

      9 Lepage, Y., "A combination of Wilcoxon's and Ansari-Bradley's statistics" 58 : 213-218, 1971

      10 박효일, "A Study on the Nonparametric Simultaneous Tests for the Location and Scale Parameters" 한국자료분석학회 15 (15): 2333-2341, 2013

      11 박효일, "A Simultaneous Test for Mean and Variance based on the Likelihood Ratio Principle" 한국자료분석학회 15 (15): 1733-1742, 2013

      12 홍승만, "A Note on the Combined Control Charts based on the Simultaneous Tests" 한국자료분석학회 18 (18): 575-582, 2016

      더보기

      동일학술지(권/호) 다른 논문

      분석정보

      View

      상세정보조회

      0

      Usage

      원문다운로드

      0

      대출신청

      0

      복사신청

      0

      EDDS신청

      0

      동일 주제 내 활용도 TOP

      더보기

      주제

      연도별 연구동향

      연도별 활용동향

      연관논문

      연구자 네트워크맵

      공동연구자 (7)

      유사연구자 (20) 활용도상위20명

      인용정보 인용지수 설명보기

      학술지 이력

      학술지 이력
      연월일 이력구분 이력상세 등재구분
      2026 평가예정 재인증평가 신청대상 (재인증)
      2020-01-01 평가 등재학술지 유지 (재인증) KCI등재
      2017-01-01 평가 등재학술지 유지 (계속평가) KCI등재
      2013-01-01 평가 등재학술지 유지 (등재유지) KCI등재
      2010-01-01 평가 등재학술지 유지 (등재유지) KCI등재
      2008-01-01 평가 등재학술지 유지 (등재유지) KCI등재
      2005-01-01 평가 등재학술지 선정 (등재후보2차) KCI등재
      2004-01-01 평가 등재후보 1차 PASS (등재후보1차) KCI등재후보
      2002-07-01 평가 등재후보학술지 선정 (신규평가) KCI등재후보
      더보기

      학술지 인용정보

      학술지 인용정보
      기준연도 WOS-KCI 통합IF(2년) KCIF(2년) KCIF(3년)
      2016 1.26 1.26 1.15
      KCIF(4년) KCIF(5년) 중심성지수(3년) 즉시성지수
      1.05 0.98 0.956 0.4
      더보기

      이 자료와 함께 이용한 RISS 자료

      나만을 위한 추천자료

      해외이동버튼