On inadmissibility of Hotelling T2-tests for restricted alternatives

Ming-Tien Tsai and Pranab Kumar Sen

Journal of Multivariate Analysis, 2004, vol. 89, issue 1, 87-96

Abstract: For multinormal distributions, testing against a global shift alternative, the Hotelling T2-test is uniformly most powerful invariant, and hence admissible. For testing against restricted alternatives this feature may no longer be true. It is shown that whenever the dispersion matrix is an M-matrix, Hotelling's T2-test is inadmissible, though some union-intersection tests may not be so.

Keywords: Essentially; complete; class; Finite; UIT; M-matrix; MUIT; UMP; invariant (search for similar items in EconPapers)
Date: 2004
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0047-259X(03)00092-7
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:89:y:2004:i:1:p:87-96

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Journal of Multivariate Analysis is currently edited by de Leeuw, J.

More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().