Two-Stage Likelihood Ratio and Union–Int
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Pranab K. Sen; Ming-Tien Tsai
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Article
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1999
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Elsevier Science
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English
⚖ 166 KB
For a multinormal distribution with an unknown dispersion matrix, union-intersection (UI) tests for the mean against one-sided alternatives are considered. The null distribution of the UI test statistic is derived and its power monotonicity properties are studied. A Stain-type two-stage procedure is