Two-Stage Likelihood Ratio and Union-Intersection Tests for One-Sided Alternatives Multivariate Mean with Nuisance Dispersion Matrix
For a multinormal distribution with an unknown dispersion matrix, union-intersection (UI) tests for the mean against one-sided alternatives are considered. The null distribution of the UI test statistic is derived and its power monotonicity properties are studied. A Stain-type two-stage procedure is proposed to eliminate some of the inherent drawbacks of such tests. Some comparisons are also made with some recently proposed alternative conditional likelihood ratio tests.
Year of publication: |
1999
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Authors: | Sen, Pranab K. ; Tsai, Ming-Tien |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 68.1999, 2, p. 264-282
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Publisher: |
Elsevier |
Keywords: | Bartlett adjustment M-matrix non-null distribution orthogonal projection positive orthant power monotonicity projected tests similar tests stopping time unbiasedness |
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