Multivariate Two-Sided Tests for Normal Mean Vectors Based on Approximations of Likelihood Ratio Test

DOI10.1080/03610918.2011.558654zbMath1219.62095OpenAlexW1978364210MaRDI QIDQ3087572

No author found.

Publication date: 16 August 2011

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2011.558654

zbMATH Keywords

conservationorthogonal projectionpower comparison

Mathematics Subject Classification ID

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

Related Items

Multivariate Two-Sided Tests for Normal Mean Vectors with Unknown Covariance Matrix

Cites Work

• Unnamed Item
• Accurate Critical Constants for the One-Sided Approximate Likelihood Ratio Test of a Normal Mean Vector When the Covariance Matrix Is Estimated
• An approximate likelihood ratio test for a normal mean vector with nonnegative components with application to clinical trials
• COMPUTATION OF THE TEST STATISTIC AND THE NULL DISTRIBUTION IN THE MULTIVARIATE ANALOGUE OF THE ONE-SIDED TEST
• MULTIVARIATE TESTS OF NORMAL MEAN VECTORS WITH RESTRICTED ALTERNATIVES
• One-Sided Testing Problems in Multivariate Analysis
• A multivariate analogue of the one-sided test

This page was built for publication: Multivariate Two-Sided Tests for Normal Mean Vectors Based on Approximations of Likelihood Ratio Test