Enhanced one-sided confidence regions for a multivariate location parameter

JOURNAL OF MULTIVARIATE ANALYSIS

卷:99

Article

Vock, Michael

关键词: Multivariate location parameter;    One-sided inferences;    Restricted alternative;    Confidence region;    Closed testing principle;   

DOI  :  10.1016/j.jmva.2008.02.006

来源: Elsevier

【 摘 要 】

If a one-sided test for a multivariate location parameter is inverted, the resulting confidence region may have an unpleasant shape. In particular, if the null and alternative hypothesis are both composite and complementary, the confidence region usually does not resemble the alternative parameter region in shape, but rather a reflected version of the null parameter region. We illustrate this effect and show one possibility of obtaining confidence regions for the location parameter that are smaller and have a more suitable shape for the type of problems investigated. This method is based on the closed testing principle applied to a family of nested hypotheses. (C) 2008 Elsevier Inc. All rights reserved.

【 授权许可】

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