A new class of multivariate tests based on the union-intersection principle

DOI10.1214/AOS/1176345519MaRDI QIDQ1157649zbMATH OpenOpenAlexWikidataFDO

Authors Ingram Olkin, Jack L. Tomsky

Publication date 1981

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176345519

zbMATH Keywords

sphericity testcharacteristic rootsmultivariate linear hypothesiselementary symmetric functionsmonotonicity of power functiontesting equality of covariance matricesLawley-Hotelling traceRoy maximum rootWilks likelihood ratio

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Inequalities; stochastic orderings (60E15)

Cited in

(6)

• Combination of Levene-type tests and a finite-intersection method for testing equality of variances against ordered alternatives
• An exact projection pursuit-based algorithm for multivariate two-sample nonparametric testing applicable to retrospective and group sequential studies
• A generalized likelihood ratio test for normal mean when \(p\) is greater than \(n\)
• A Monte Carlo Method for Computing the HPD Interval for Ratio of Two Multivariate Normal Generalized Variances
• Hotelling \(T^2\) test in high dimensions with application to Wilks outlier method
• Statistical tests for structural relationship

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