Tests under simple order in one‐way ANCOVA

A Mondal, S Kumar - Scandinavian Journal of Statistics, 2024 - Wiley Online Library
Abstract Analysis of covariance (ANCOVA) models are used when apart from the main
treatments, some covariates also affect the response variable. In this article, the problem of …

Asymptotic power comparison of T2-type test and likelihood ratio test for a mean vector based on two-step monotone missing data

M Hyodo, N Shutoh - Communications in Statistics-Theory and …, 2020 - Taylor & Francis
In a 2-step monotone missing dataset drawn from a multivariate normal population, T 2-type
test statistic (similar to Hotelling's T 2 test statistic) and likelihood ratio (LR) are often used for …

Tensor Stein-rules in a generalized tensor regression model

M Ghannam, S Nkurunziza - Journal of Multivariate Analysis, 2023 - Elsevier
In this paper, we consider an estimation problem in a generalized tensor regression model
with multi-mode covariates. We generalize the main results in recent literature in four ways …

A Fast Screen and Shape Recognition Algorithm for Multiple Change‐Point Detection

D Zhuang, Y Liu - Mathematical Problems in Engineering, 2018 - Wiley Online Library
A Fast Screen and Shape Recognition (FSSR) algorithm is proposed with complexity down
to O (n) for the multiple change‐point detection problems. The proposed FSSR algorithm …

The risk of tensor Stein-rules in elliptically contoured distributions

M Ghannam, S Nkurunziza - Statistics, 2022 - Taylor & Francis
In this paper, we consider an estimation problem of a tensor parameter of a random tensor
which follows elliptically contoured distribution. We establish the risk functions of a class of …

On estimation methods in tensor regression models

M Ghannam - 2022 - search.proquest.com
In this dissertation, we consider two estimation problems in some tensor regression models.
The first estimation problem is about the tensor coefficient in a tensor regression model with …

A Self‐Starting CUSUM Chart Combined with a Maximum Likelihood Estimator for the Time of a Detected Shift in the Process Mean

VG Tercero‐Gómez, A Cordero‐Franco… - Quality and …, 2014 - Wiley Online Library
Detection of a special cause of variation and the identification of the time it occurs are two
important activities in any quality improvement strategy. Detection of changes in a process …

The bias and risk functions of some Stein-rules in elliptically contoured distributions

S Nkurunziza - Mathematical Methods of Statistics, 2013 - Springer
In this paper, we derive the bias and risk functions of a class of shrinkage estimators of
several mean parameter matrices of matrix-variate elliptically contoured distributions. More …

Hierarchical Missing Data and Multivariate Behrens–Fisher Problem

J Yu - Journal of Mathematics, 2021 - Wiley Online Library
This article firstly defines hierarchical data missing pattern, which is a generalization of
monotone data missing pattern. Then multivariate Behrens–Fisher problem with hierarchical …

Nonparametric change-point estimation for observations following a random walk with drift

VG Tercero-Gómez - 2011 - ttu-ir.tdl.org
Paper 1: Nonparametric Estimator for the Time of a Step Change in the Trend of Random
Walk Models with Drift This is the first out of three concatenated research endeavors in …