A cone order monotone test for the one-sided multivariate testing problem

Brent R. Logan

Statistics & Probability Letters, 2003, vol. 63, issue 3, 315-323

Abstract: Likelihood ratio tests for the one-sided multivariate problem have non-monotone rejection regions and non-monotone power functions when correlation is present. This paper proposes an alternative test which is cone order monotone with respect to the positive orthant.

Keywords: Multiple; endpoints; Multivariate; normal; distribution; Likelihood; ratio; test (search for similar items in EconPapers)
Date: 2003
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