Unbiasedness of LRT on the homogeneity of means in MANOVA under general order restrictions

Mustafa Hamdan and Xiaomi Hu

Statistics & Probability Letters, 2019, vol. 148, issue C, 59-65

Abstract: In this paper a likelihood ratio test is developed through matrix projections for the hypothesis on the homogeneity of mean vectors in MANOVA. It is assumed that the mean vectors are under a general multivariate order restriction. The multivariate order relation in the restriction is a generalization of orders in real numbers. Based on the study of the structure of the acceptance region with respect to a mirror image transformation, and the properties of transformed matrix distributions, the unbiasedness of the test is established.

Keywords: Closed convex cone; Matrix projection; Multivariate normal distribution; Multivariate order restriction; Unbiased test (search for similar items in EconPapers)
Date: 2019
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DOI: 10.1016/j.spl.2019.01.004

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