Accession Number : AD0700771

Title :   SOME ASYMPTOTIC SIMULTANEOUS TESTS FOR MULTIVARIATE MOVING AVERAGE PROCESSES.

Descriptive Note : Final rept.,

Corporate Author : AEROSPACE RESEARCH LABS WRIGHT-PATTERSON AFB OHIO

Personal Author(s) : Krishnaiah,P. R. ; Sen,P. K.

Report Date : OCT 1969

Pagination or Media Count : 42

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)

Descriptors :   (*MULTIVARIATE ANALYSIS, *STATISTICAL TESTS), TIME SERIES ANALYSIS, DISTRIBUTION THEORY, PROBABILITY DENSITY FUNCTIONS, SAMPLING

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE