A cone order monotone test for the one-sided multivariate testing problem

Likelihood ratio tests for the one-sided multivariate problem have non-monotone rejection regions and non-monotone power functions when correlation is present. This paper proposes an alternative test which is cone order monotone with respect to the positive orthant.

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Year of publication:	2003
Authors:	Logan, Brent R.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 63.2003, 3, p. 315-323
Publisher:	Elsevier
Keywords:	Multiple endpoints Multivariate normal distribution Likelihood ratio test

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

Persistent link: https://www.econbiz.de/10005254778