Two-stage likelihood ratio and union-intersection tests for one-sided alternatives multivariate mean with nuisance dispersion matrix
type: Item
instance of: scholarly article
title: Two-stage likelihood ratio and union-intersection tests for one-sided alternatives multivariate mean with nuisance dispersion matrix
zbMATH Open document ID: 0945.62061
author: Pranab K. Sen
author: Ming-Tien Tsai
published in: Journal of Multivariate Analysis
publication date: 2000-09-19T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 62H15
Mathematics Subject Classification ID: 62L10
zbMATH DE Number: 1271315
zbMATH Keywords: Bartlett adjustment
zbMATH Keywords: projected tests
reviewed by: Songgui Wang
MaRDI profile type: Publication
full work available at URL: jmva.1998.1791
OpenAlex ID: W2054044968
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DOI: 10.1006/JMVA.1998.1791
description: scientific article; zbMATH DE number 1271315