Two-stage likelihood ratio and union-intersection tests for one-sided alternatives multivariate mean with nuisance dispersion matrix

JOURNAL OF MULTIVARIATE ANALYSIS

卷:68

Article

Sen, PK ; Tsai, MT

关键词: Bartlett adjustment;    M-matrix;    non-null distribution;    orthogonal projection;    positive orthant;    power monotonicity;    projected tests;    similar tests;    stopping time;    unbiasedness;   

DOI  :  10.1006/jmva.1998.1791

来源: Elsevier

【 摘 要 】

For a multinormal distribution with an unknown dispersion matrix, union-intersection (U1) 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-stags 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. (C) 1999 Academic Press. AMS 1991 subject classifications: 62H15, 62L10.

【 授权许可】

Free