An extension of Bar-Hen's preliminary test procedure

An asymptotic test procedure, proposed by Bar-Hen (J. Multivariate Anal. 57 (1996) 266), for deciding if a given set of data represents a new population or one of k a priori known populations, is extended to the case when the new population is described by more than one parameter.

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Year of publication:	2003
Authors:	Kala, Radoslaw ; Krzysko, Miroslaw
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 84.2003, 2, p. 410-412
Publisher:	Elsevier
Keywords:	Mahalanobis distance Kullback-Leibler divergence Minimum of correlated normal variables

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005160641