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A test for the mean vector with fewer observations than the dimension under non-normality

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  • Srivastava, Muni S.
Abstract
In this article, we consider the problem of testing that the mean vector in the model , where are random p-vectors, and zij are independently and identically distributed with finite four moments, ; that is need not be normally distributed. We shall assume that C is a pxp non-singular matrix, and there are fewer observations than the dimension, N

Suggested Citation

  • Srivastava, Muni S., 2009. "A test for the mean vector with fewer observations than the dimension under non-normality," Journal of Multivariate Analysis, Elsevier, vol. 100(3), pages 518-532, March.
    • Handle: RePEc:eee:jmvana:v:100:y:2009:i:3:p:518-532
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    References listed on IDEAS

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    1. Srivastava, Muni S. & Du, Meng, 2008. "A test for the mean vector with fewer observations than the dimension," Journal of Multivariate Analysis, Elsevier, vol. 99(3), pages 386-402, March.
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