Vestnik Moskovskogo Universiteta. Seriya 1. Matematika. Mekhanika
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Vestnik Moskovskogo Universiteta. Seriya 1. Matematika. Mekhanika, 2015, Number 3, Pages 15–18 (Mi vmumm233)  
Mathematics

Verification of conical hypotheses in the multivariate Gaussian analysis

P. A. Kashitsyn

Lomonosov Moscow State University, Faculty of Mechanics and Mathematics
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Abstract: The concept of a matrix cone in $\mathbb{R}^{p}_{n}$ is introduced and its basic properties are studied. Based on this concept, the problem of testing conic hypotheses in a multivariate Gaussian analysis is considered. This problem generalizes the corresponding univariate analogues. The distribution of the critical test is obtained under the hypothesis.
Key words: conic hypothesis, multivariate analysis, matrix module, F-distribution, chi-squared distribution.
Received: 03.12.2012
English version:
Moscow University Mathematics Bulletin, 2015, Volume 70, Issue 3, Pages 115–118
DOI: https://doi.org/10.3103/S0027132215030031
Bibliographic databases:
Document Type: Article
UDC: 519.22
Language: Russian
Citation: P. A. Kashitsyn, “Verification of conical hypotheses in the multivariate Gaussian analysis”, Vestnik Moskov. Univ. Ser. 1. Mat. Mekh., 2015, no. 3, 15–18; Moscow University Mathematics Bulletin, 70:3 (2015), 115–118
Citation in format AMSBIB
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