Asymptotic optimality of nonparametric tests for restricted alternatives in some multivariate mixed models

For some mixed models (involving both stochastic and nonstochastic predictors), a general class of permutationally distribution-free rank tests for some restricted alternative problems is considered. The proposed tests are asymptotically optimal in the light of the restricted likelihood ratio tests. For an ordered alternative problem in a two-way analysis of covariance model, the proposed tests are asymptotically optimal.

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Year of publication:	1989
Authors:	Tsai, Ming-Tan M. ; Sen, Pranab Kumar
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 29.1989, 2, p. 292-307
Publisher:	Elsevier
Keywords:	aligned rank procedure Kuhn-Tucker-Lagrange point formula locally most powerful most stringent and somewhere most powerful multivariate analysis of covariance union-intersection principle

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

Persistent link: https://www.econbiz.de/10005221344