A monotonicity property of the power function of multivariate tests

DOI10.1016/S0019-3577(00)89079-5MaRDI QIDQ5935899zbMATH OpenFDO

Authors Piet Groeneboom, Donald R. Truax

Publication date 28 June 2001

Published in Indagationes Mathematicae. New Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0019-3577(00)89079-5

zbMATH Keywords

characteristic rootsFKG conditionpower function of tests

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15)

Recommendations

• Monotonicity of power functions for sphericity tests in multivariate normal populations
• Monotonicity of the power function and unbiasedness of some likelihood ratio tests
• Monotonicity properties of the power functions of likelihood ratio tests for normal mean hypotheses constrained by a linear space and a cone
• Tests for changing mean with monotonic power
• Directional monotonicity properties of the power functions of likelihood ratio tests for cone-restricted hypotheses
• Tests of stochastic monotonicity with improved power
• Small sample power of multivariate nonparametric tests for monotone trend
• A monotonicity property of weighted log-rank tests

Cites work

• A generating function for averages over the orthogonal group
• Correlation inequalities on some partially ordered sets
• scientific article; zbMATH DE number 3597130 (Why is no real title available?)
• scientific article; zbMATH DE number 3274385 (Why is no real title available?)
• The Distribution of Noncentral Means with Known Covariance
• Unbiasedness of invariant tests for MANOVA and other multivariate problems

Cited in

(11)

• Tests for a mean shift with good size and monotonic power
• Tests of stochastic monotonicity with improved power
• Restoring monotone power in the CUSUM test
• Tests for changing mean with monotonic power
• A power function of statistical tests dependent on elementary symmetric polynomials
• scientific article; zbMATH DE number 3969912 (Why is no real title available?)
• scientific article; zbMATH DE number 4082756 (Why is no real title available?)
• scientific article; zbMATH DE number 169432 (Why is no real title available?)
• Testing for shifts in mean with monotonic power against multiple structural changes
• Monotonicity of power functions for sphericity tests in multivariate normal populations
• A monotonicity property of weighted log-rank tests

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