Accurate Critical Constants for the One-Sided Approximate Likelihood Ratio Test of a Normal Mean Vector When the Covariance Matrix Is Estimated

DOI10.1111/J.0006-341X.2002.00650.XzbMATH Open1210.62070WikidataQ74784774 ScholiaQ74784774MaRDI QIDQ3079003FDOQ3079003

Authors: Ajit C. Tamhane, Brent R. Logan 

Publication date: 1 March 2011

Published in: Biometrics (Search for Journal in Brave)

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zbMATH Keywords

multivariate normal distributionheteroscedasticchi-bar squared distributionmultiple endpointsHotelling's \(T^{2}\) distributionhomoscedastic

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15) Approximations to statistical distributions (nonasymptotic) (62E17)

Cites Work

• Title not available (Why is that?)
• The emperor's new tests. (With comments and a rejoinder).
• The non-singularity of generalized sample covariance matrices
• A GENERAL DISTRIBUTION THEORY FOR A CLASS OF LIKELIHOOD CRITERIA
• Exact t and F Tests for Analyzing Studies with Multiple Endpoints
• A defense of the likelihood ratio test for one-sided and order-restricted alternatives
• A multivariate analogue of the one-sided test
• One-Sided Testing Problems in Multivariate Analysis
• An approximate likelihood ratio test for a normal mean vector with nonnegative components with application to clinical trials
• Uniformly More Powerful Tests for Hypotheses Concerning Linear Inequalities and Normal Means
• Title not available (Why is that?)
• Conditional Likelihood Ratio Test for a Nonnegative Normal Mean Vector
• Directional tests for one-sided alternatives in multivariate models
• Uniformly More Powerful Tests in a One-Sided Multivariate Problem
• Statistics and Medical Experimentation
• One-sided multiple endpoint testing in two-sample comparisons

Cited In (7)

• An approximate likelihood ratio test for a normal mean vector with nonnegative components with application to clinical trials
• Multivariate Two-Sided Tests for Normal Mean Vectors with Unknown Covariance Matrix
• Multivariate two-sided tests for normal mean vectors based on approximations of likelihood ratio test
• Permutation and scale invariant one-sided approximate likelihood ratio tests
• Conservative critical value of certain multivariate tests for normal mean vectors based on likelihood ratio test with unknown covariance matrix
• Title not available (Why is that?)
• Determination of critical value of multivariate normal test with two-sided alternative based on likelihood ratio test

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