A locally directionally maximin test for a multidimensional parameter with order-restricted alternatives

DOI10.3103/S1066369X1101004XzbMath1227.62010OpenAlexW2091645422MaRDI QIDQ646840

P. A. Novikov

Publication date: 18 November 2011

Published in: Russian Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s1066369x1101004x

zbMATH Keywords

likelihood ratio testlocally most powerful testlocally asymptotically normal experimentsoptimal linear test

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15) Parametric inference under constraints (62F30) Asymptotic properties of parametric tests (62F05)

Related Items (1)

Optimal pseudo-Gaussian and rank-based random coefficient detection in multiple regression

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Locally most powerful sequential tests of a simple hypothesis vs. one-sided alternatives
• Locally most powerful sequential tests
• The emperor's new tests. (With comments and a rejoinder).
• THE MOST STRINGENT SOMEWHERE MOST POWERFUL ONE SIDED TEST OF THE MULTIVARIATE NORMAL MEAN
• TESTING A NORMAL MEAN VECTOR AGAINST THE ALTERNATIVE DETERMINED BY A CONVEX CONE
• Asymptotic Statistics
• Contiguity of Probability Measures
• Most Stringent Somewhere Most Powerful Tests Against Alternatives Restricted by a Number of Linear Inequalities

This page was built for publication: A locally directionally maximin test for a multidimensional parameter with order-restricted alternatives