On the power superiority of likelihood ratio tests for restricted alternatives

Mingtan Tsai

Journal of Multivariate Analysis, 1992, vol. 42, issue 1, 102-109

Abstract: For the multivariate normal mean vector testing problem, it is shown that in the light of power comparison, the restricted likelihood ratio test (LRT) is uniformly more powerful than the blobal version for the entire restricted parameter space in many cases.

Keywords: positive; orthant; alternative; power; superiority; restricted; alternatives; restricted; likelihood; ratio; test (search for similar items in EconPapers)
Date: 1992
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Citations: View citations in EconPapers (3)

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