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.
@article{VMUMM_2015_3_a2,
author = {P. A. Kashitsyn},
title = {Verification of conical hypotheses in the multivariate {Gaussian} analysis},
journal = {Vestnik Moskovskogo universiteta. Matematika, mehanika},
pages = {15--18},
year = {2015},
number = {3},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/VMUMM_2015_3_a2/}
}
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/
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