3 papers
math.ST2024
Towards a unified theory for testing statistical hypothesis: Multinormal mean with nuisance covariance matrix
Ming-Tien Tsai
Under a multinormal distribution with an arbitrary unknown covariance matrix, the main purpose of this paper is to propose a framework to achieve the goal of reconciliation of Baye…
math.ST2017
Admissibility of invariant tests for means with covariates
Ming-Tien Tsai
For a multinormal distribution with a -dimensional mean vector ${\mbtheta}$ and an arbitrary unknown dispersion matrix ${\mbSigma}$, Rao ([9], [10]) proposed two tests for the p…
math.ST2017
A note on MLE of covariance matrix
Ming-Tien Tsai
For a multivariate normal set up, it is well known that the maximum likelihood estimator of covariance matrix is neither admissible nor minimax under the Stein loss function. For t…