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