Inference about Multivariate Means for a Nonstationary Autoregressive Model
非平稳自回归模型下的多元均值推断
Inference about multivariate means is investigated for the case in which the covariance matrix is assumed to follow an antedependence model, which is a general first-order autoregressive model. We present two test statistics that offer alternatives to Hotelling's T 2 test for testing whether a vector mean is equal to some specified value. These antedependence statistics have simple representations in terms of Hotelling's T 2 statistics computed for certain bivariate and…