Monotonicity properties of the power functions of likelihood ratio tests for normal mean hypotheses constrained by a linear space and a cone

DOI10.1214/AOS/1176325642zbMATH Open0818.62056OpenAlexW2057207261MaRDI QIDQ1805565FDOQ1805565

Authors: Xiaomi Hu, F. T. Wright 

Publication date: 21 August 1995

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

Full work available at URL: https://doi.org/10.1214/aos/1176325642

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zbMATH Keywords

convexityorder restricted inferencemonotonicity propertiesunbiased testsunknown variancesAnderson's inequalityelliptically contoured, unimodal densities

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15) Parametric inference under constraints (62F30)

Cited In (16)

• Schur\(^2\)-concavity properties of Gaussian measures, with applications to hypotheses testing
• A probability inequality for elliptically contoured densities with applications in order restricted inference
• The one-way layout with ordered parameters: a survey of advances since 1988
• Properties of Bayes testing procedures in order restricted inference
• On a characterization of monotone likelihood ratio experiments
• On the unbiasedness of the likelihood ratio test for the multivariate one-sided problem
• Essential completeness of monotone tests and estimators
• Monotonicity of the power function and unbiasedness of some likelihood ratio tests
• A monotonicity property of the power function of multivariate tests
• Two-stage likelihood ratio and union-intersection tests for one-sided alternatives multivariate mean with nuisance dispersion matrix
• Unbiasedness on rays of the tests of locations of homogeneous means in isotonic regression
• Directional monotonicity properties of the power functions of likelihood ratio tests for cone-restricted hypotheses
• A note on the power superiority of the restricted likelihood ratio test
• Some inequalities for symmetric convex sets with applications
• Title not available (Why is that?)
• Stochastic monotonicity of a distribution family associated with matrix projections and its application

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