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Selection of the best of several multivariate normal distributions. (English) Zbl 0571.62019

Asymptotic statistics, Proc. 3rd Prague Symp. 1983, Asymptotic Stat. 2, 131-144 (1984).
[For the entire collection see Zbl 0564.00024.]
The paper gives a survey of ideas, approaches and some procedures, used for selecting the best one of several multivariate normal distributions. The words ”the best one” are meant with respect to the following parameters: vectors of mean values, generalized variances, correlations.

MSC:

62F07 Statistical ranking and selection procedures

Citations:

Zbl 0564.00024