Two-stage likelihood ratio and union-intersection tests for one-sided alternatives multivariate mean with nuisance dispersion matrix (Q1283926)

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Two-stage likelihood ratio and union-intersection tests for one-sided alternatives multivariate mean with nuisance dispersion matrix
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    Two-stage likelihood ratio and union-intersection tests for one-sided alternatives multivariate mean with nuisance dispersion matrix (English)
    19 September 2000
    The union-intersection (UI) principle is used to construct some tests for the mean against one-sided alternatives in the case of a multinormal distribution with an unknown dispersion matrix. The null distribution of the UI test statistic is obtained and its power monotonicity properties are studied. A two-stage procedure is also proposed.
    Bartlett adjustment
    projected tests

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