A Conditional Test for a Non-negative Mean Vector Based on a Hotelling'sT2-Type Statistic

A conditional test based on a Hotelling'sT2-type statistic is derived for significance of a multivariate mean having non-negative components. This test is shown to be uniformly more powerful than the unconditional test given by Silvapulle. The consistency and invariance of the new test are also established

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Year of publication:	1998
Authors:	Wang, Yining ; McDermott, Michael P.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 66.1998, 1, p. 64-70
Publisher:	Elsevier
Subject:	Hotelling's T2 \| one-sided testing \| consistency

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005006607