Accurate Critical Constants for the One-Sided Approximate Likelihood Ratio Test of a Normal Mean Vector When the Covariance Matrix Is Estimated

DOI10.1111/J.0006-341X.2002.00650.XzbMath1210.62070WikidataQ74784774 ScholiaQ74784774MaRDI QIDQ3079003

Ajit C. Tamhane, Brent R. Logan

Publication date: 1 March 2011

Published in: Biometrics (Search for Journal in Brave)

zbMATH Keywords

multivariate normal distributionheteroscedasticchi-bar squared distributionmultiple endpointsHotelling's \(T^{2}\) distributionhomoscedastic

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items (2)

Multivariate Two-Sided Tests for Normal Mean Vectors with Unknown Covariance Matrix ⋮ Multivariate Two-Sided Tests for Normal Mean Vectors Based on Approximations of Likelihood Ratio Test

Cites Work

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• A GENERAL DISTRIBUTION THEORY FOR A CLASS OF LIKELIHOOD CRITERIA

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