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

DOI10.1006/jmva.1998.1791zbMath0945.62061OpenAlexW2054044968MaRDI QIDQ1283926

Ming-Tien Tsai, Pranab Kumar Sen

Publication date: 19 September 2000

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1998.1791

zbMATH Keywords

Bartlett adjustmentprojected tests

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Sequential statistical analysis (62L10)

Related Items (7)

Union-intersection permutation solution for two-sample equivalence testing ⋮ Union-intersection principle and constrained statistical inference ⋮ A generalized likelihood ratio test for normal mean when \(p\) is greater than \(n\) ⋮ On inadmissibility of Hotelling \(T^{2}\)-tests for restricted alternatives. ⋮ Asymptotically optimal tests for parametric functions against ordered functional alternatives ⋮ A unified approach to permutation testing for equivalence ⋮ An appraisal of some aspects of statistical inference under inequality constraints

Cites Work

• A consistent and asymptotically efficient two-stage procedure to construct fixed width confidence intervals for the mean
• Asymptotic theory of triple sampling for sequential estimation of a mean
• On the power superiority of likelihood ratio tests for restricted alternatives
• Projected tests for order restricted alternatives
• Monotonicity properties of the power functions of likelihood ratio tests for normal mean hypotheses constrained by a linear space and a cone
• UI score tests for some restricted alternatives in exponential families
• On an Extension of Stein's TwoSample Procedure to the MultiNormal Problem
• Towards a Unified Theory of Inequality Constrained Testing in Multivariate Analysis
• Conditional Likelihood Ratio Test for a Nonnegative Normal Mean Vector
• One-Sided Testing Problems in Multivariate Analysis
• Sequential Inference Procedures of Stein's Type for a Class of Multivariate Regression Problems
• On a Heuristic Method of Test Construction and its use in Multivariate Analysis
• A Two-Sample Test for a Linear Hypothesis Whose Power is Independent of the Variance
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