✦ LIBER ✦
Two-Stage Likelihood Ratio and Union–Intersection Tests for One-Sided Alternatives Multivariate Mean with Nuisance Dispersion Matrix
✍ Scribed by Pranab K. Sen; Ming-Tien Tsai
- Publisher
- Elsevier Science
- Year
- 1999
- Tongue
- English
- Weight
- 166 KB
- Volume
- 68
- Category
- Article
- ISSN
- 0047-259X
No coin nor oath required. For personal study only.
✦ Synopsis
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 proposed to eliminate some of the inherent drawbacks of such tests. Some comparisons are also made with some recently proposed alternative conditional likelihood ratio tests.