Hypothesis testing for the generalized multivariate modified Bessel model
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- Barndorff-Nielsen, O. & Blæsild, P. & Halgreen, C., 1978. "First hitting time models for the generalized inverse Gaussian distribution," Stochastic Processes and their Applications, Elsevier, vol. 7(1), pages 49-54, March.
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Cited by:
- Heinen, Andréas & Valdesogo, Alfonso, 2020. "Spearman rank correlation of the bivariate Student t and scale mixtures of normal distributions," Journal of Multivariate Analysis, Elsevier, vol. 179(C).
- Teng, Suyan & Lee, Loo Hay & Chew, Ek Peng, 2010. "Integration of indifference-zone with multi-objective computing budget allocation," European Journal of Operational Research, Elsevier, vol. 203(2), pages 419-429, June.
- Olcay Arslan, 2015. "Variance-mean mixture of the multivariate skew normal distribution," Statistical Papers, Springer, vol. 56(2), pages 353-378, May.
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Keywords
Generalized multivariate modified Bessel distribution Dependent but uncorrelated samples Hotelling's T2-statistic Scheffe's T2-statistic Behrens-Fisher problem Non-central F-Bessel distribution;JEL classification:
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