Two-stage likelihood ratio and union-intersection tests for one-sided alternatives multivariate mean with nuisance dispersion matrix
The union-intersection (UI) principle is used to construct some tests for the mean against one-sided alternatives in the case of a multinormal distribution with an unknown dispersion matrix. The null distribution of the UI test statistic is obtained and its power monotonicity properties are studied. A two-stage procedure is also proposed.
scientific article; zbMATH DE number 1271315
scientific article