Two-Stage Likelihood Ratio and Union-Intersection Tests for One-Sided Alternatives Multivariate Mean with Nuisance Dispersion Matrix

Pranab K. Sen and Ming-Tien Tsai

Journal of Multivariate Analysis, 1999, vol. 68, issue 2, 264-282

Abstract: For a multinormal distribution with an unknown dispersion matrix, union-intersection (UI) tests for the mean against one-sided alternatives are considered. The null distribution of the UI test statistic is derived and its power monotonicity properties are studied. A Stain-type two-stage procedure is proposed to eliminate some of the inherent drawbacks of such tests. Some comparisons are also made with some recently proposed alternative conditional likelihood ratio tests.

Keywords: Bartlett; adjustment; M-matrix; non-null; distribution; orthogonal; projection; positive; orthant; power; monotonicity; projected; tests; similar; tests; stopping; time; unbiasedness (search for similar items in EconPapers)
Date: 1999
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Citations: View citations in EconPapers (3)

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