Testing multivariate one-sided hypotheses

Gang Li, Xiong Gao and Minqiang Huang

Statistics & Probability Letters, 2003, vol. 64, issue 1, 63-68

Abstract: A modified likelihood ratio test (LRT) is derived for multivariate one-sided hypotheses by using the conditional distribution of the LRT statistic. This modified LRT is more powerful than the LRT and is also invariant and consistent.

Keywords: Conditional; distribution; Consistency; Likelihood; ratio; test (search for similar items in EconPapers)
Date: 2003
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