A probability inequality for elliptically contoured densities with applications in order restricted inference

DOI10.1214/aos/1176350175zbMath0609.62086OpenAlexW2066882810MaRDI QIDQ1086947

Tim Robertson, Hari Mukerjee, F. T. Wright

Publication date: 1986

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

Full work available at URL: https://doi.org/10.1214/aos/1176350175

zbMATH Keywords

likelihood ratio testmonotonicity propertiesclosed convex conespower functionmultivariate normal distributionAnderson's inequalityasymmetric convex setselliptically contoured densityorder restricted tests

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15)

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