RT Journal Article
T1 Generalized p value for multivariate Gaussian stochastic processes in continuous time
A1 Fenoy Muñoz, María Del Mar
A1 Ibarrola, E.
A1 Seoane Sepúlveda, Juan Benigno
AB We construct a Generalized p value for testing statistical hypotheses on the comparison of mean vectors in the sequential observation of two continuous time multidimensional Gaussian processes. The mean vectors depend linearly on two multidimensional parameters and with different conditions about their covariance structures. The invariance of the generalized p value considered is proved under certain linear transformations. We report results of a simulation study showing power and errors probabilities for them. Finally, we apply our results to a real data set.
PB Springer New York LLC
SN 09325026
YR 2017
FD 2017
LK https://hdl.handle.net/20.500.14352/17812
UL https://hdl.handle.net/20.500.14352/17812
LA eng
NO Fenoy Muñoz, M. M., Ibarrola, E. & Seoane Sepúlveda, J. B. «Generalized p Value for Multivariate Gaussian Stochastic Processes in Continuous Time». Statistical Papers, vol. 60, n.o 6, diciembre de 2019, pp. 2013-30. DOI.org (Crossref), https://doi.org/10.1007/s00362-017-0907-7.
DS Docta Complutense
RD 31 dic 2025