On the unbiasedness of the likelihood ratio test for the multivariate one-sided problem

Yining Wang and Michael P. McDermott

Statistics & Probability Letters, 2024, vol. 215, issue C

Abstract: Let X1,…,Xn be a random sample from a multivariate normal distribution with nonnegative mean μ and unknown covariance matrix Σ. The likelihood ratio test of H0:μ=0 conditional on V=∑XiXi′ is proven to be unbiased. Some related topics are also discussed.

Keywords: Conditional test; Likelihood ratio test; Order-restricted inference; Unbiasedness (search for similar items in EconPapers)
Date: 2024
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167715224002001
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:stapro:v:215:y:2024:i:c:s0167715224002001

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

DOI: 10.1016/j.spl.2024.110231

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().