In this article, we consider the problem of testing the equality of mean vectors of dimension p of several groups with a common unknown non-singular covariance matrix Σ, based on N independent observation vectors where N may be less than the dimension p. This problem, known in the literature as...

We consider two hypothesis testing problems with N independent observations on a single m-vector, when mN, and the N observations on the random m-vector are independently and identically distributed as multivariate normal with mean vector μ and covariance matrix Σ, both unknown. In the first...

In this paper we propose a test for testing the equality of the mean vectors of two groups with unequal covariance matrices based on N1 and N2 independently distributed p-dimensional observation vectors. It will be assumed that N1 observation vectors from the first group are normally distributed...

The problem of imputing missing observations under the linear regression model is considered. It is assumed that observations are missing at random and all the observations on the auxiliary or independent variables are available. Estimates of the regression parameters based on singly and...

In this paper, we consider a test for the mean vector of independent and identically distributed multivariate normal random vectors where the dimension p is larger than or equal to the number of observations N. This test is invariant under scalar transformations of each component of the random...

In this article, the problem of classifying a new observation vector into one of the two known groups [Pi]i,i=1,2, distributed as multivariate normal with common covariance matrix is considered. The total number of observation vectors from the two groups is, however, less than the dimension of...

For normally distributed data from the k populations with mxm covariance matrices [Sigma]1,...,[Sigma]k, we test the hypothesis H:[Sigma]1=...=[Sigma]k vs the alternative A[not equal to]H when the number of observations Ni, i=1,...,k from each population are less than or equal to the dimension...

Likelihood ratio tests for detecting a single outlier in multivariate linear models are considered, where an observation is called an outlier if there has been a shift in the mean. The test statistics are the maximum of n nonindependent statistics, where n is the number of observations. Relevant...

In this article, the Stein-Haff identity is established for a singular Wishart distribution with a positive definite mean matrix but with the dimension larger than the degrees of freedom. This identity is then used to obtain estimators of the precision matrix improving on the estimator based on...

In this article, we consider the problem of testing a linear hypothesis in a multivariate linear regression model which includes the case of testing the equality of mean vectors of several multivariate normal populations with common covariance matrix [Sigma], the so-called multivariate analysis...