A Conditional Test for a Non-negative Mean Vector Based on a Hotelling'sT2-Type Statistic

Yining Wang and Michael P. McDermott

Journal of Multivariate Analysis, 1998, vol. 66, issue 1, 64-70

Abstract: A conditional test based on a Hotelling'sT2-type statistic is derived for significance of a multivariate mean having non-negative components. This test is shown to be uniformly more powerful than the unconditional test given by Silvapulle. The consistency and invariance of the new test are also established

Keywords: Hotelling's T2; one-sided testing; consistency (search for similar items in EconPapers)
Date: 1998
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