Asymptotic optimality of nonparametric tests for restricted alternatives in some multivariate mixed models

Ming-Tan M. Tsai and Pranab Kumar Sen

Journal of Multivariate Analysis, 1989, vol. 29, issue 2, 292-307

Abstract: For some mixed models (involving both stochastic and nonstochastic predictors), a general class of permutationally distribution-free rank tests for some restricted alternative problems is considered. The proposed tests are asymptotically optimal in the light of the restricted likelihood ratio tests. For an ordered alternative problem in a two-way analysis of covariance model, the proposed tests are asymptotically optimal.

Keywords: aligned; rank; procedure; Kuhn-Tucker-Lagrange; point; formula; locally; most; powerful; most; stringent; and; somewhere; most; powerful; multivariate; analysis; of; covariance; union-intersection; principle (search for similar items in EconPapers)
Date: 1989
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