On an ad hoc test for order restricted multivariate normal means

Xiaomi Hu

Communications in Statistics - Theory and Methods, 2016, vol. 45, issue 5, 1501-1507

Abstract: For several normal mean vectors restricted by a simple ordering with respect to a multivariate order, this article derives sufficient and necessary conditions for the restricted MLEs for both mean vectors and covariance matrix, and develops an ad hoc test. It establishes conditions for the bounds of the p-values. One example of such bound is given with some comments.

Date: 2016
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DOI: 10.1080/03610926.2013.864771

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