Geodesic
Verification of conical hypotheses in the multivariate Gaussian analysis
Vestnik Moskovskogo universiteta. Matematika, mehanika, no. 3 (2015), pp. 15-18

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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. 
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     author = {P. A. Kashitsyn},
     title = {Verification of conical hypotheses in the multivariate {Gaussian} analysis},
     journal = {Vestnik Moskovskogo universiteta. Matematika, mehanika},
     pages = {15--18},
     publisher = {mathdoc},
     number = {3},
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     url = {http://geodesic.mathdoc.fr/item/VMUMM_2015_3_a2/}
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P. A. Kashitsyn. Verification of conical hypotheses in the multivariate Gaussian analysis. Vestnik Moskovskogo universiteta. Matematika, mehanika, no. 3 (2015), pp. 15-18. http://geodesic.mathdoc.fr/item/VMUMM_2015_3_a2/