A new class of multivariate tests based on the union-intersection principle

DOI10.1214/aos/1176345519zbMath0471.62048OpenAlexW2045500390WikidataQ57255665 ScholiaQ57255665MaRDI QIDQ1157649

Jack L. Tomsky, Ingram Olkin

Publication date: 1981

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176345519

zbMATH Keywords

characteristic rootselementary symmetric functionssphericity testmultivariate linear hypothesismonotonicity of power functionLawley-Hotelling tracetesting equality of covariance matricesRoy maximum rootWilks likelihood ratio

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Hypothesis testing in multivariate analysis (62H15)

Related Items (4)

A generalized likelihood ratio test for normal mean when \(p\) is greater than \(n\) ⋮ Statistical tests for structural relationship ⋮ A Monte Carlo Method for Computing the HPD Interval for Ratio of Two Multivariate Normal Generalized Variances ⋮ Combination of Levene-type tests and a finite-intersection method for testing equality of variances against ordered alternatives

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