Verification of conical hypotheses in the many-dimensional Gaussian analysis / P. A. Kashitsyn. // Vestnik Moskovskogo Universiteta. Seriya 1. Matematika. Mekhanika. 2015. № 3. P. 15-18 [Moscow Univ. Math. Bulletin. Vol. 72, N 2, 2017. P. 115-118].

The concept of a matrix cone in \mathbb{R}^{p}_{n} is introduced and its basic properties are studied. Based on this concept, the problem of testing conic hypotheses in a multivariate Gaussian analysis is considered. This problem generalizes the corresponding univariate analogues. The distribution of the critical test is obtained under the hypothesis.

Key words: conic hypothesis, multivariate analysis, matrix module, F-distribution, chi-squared distribution.

№ 3/2015