A MULTIVARIATE TEST WITH COMPOSITE HYPOTHESES DETERMINED BY LINEAR INEQUALITIES WHEN THE COVARIANCE MATRIX HAS AN UNKNOWN SCALE FACTOR

DOI10.2206/KYUSHUMFS.42.9zbMATH Open0645.62060OpenAlexW2019337522MaRDI QIDQ3788909FDOQ3788909

Authors: Syoichi Sasabuchi 

Publication date: 1988

Published in: Memoirs of the Faculty of Science, Kyushu University. Series A, Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2206/kyushumfs.42.9

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zbMATH Keywords

general linear modelnormal distributionlikelihood ratio testlinear inequalitiescomposite hypothesesone-sided testtwo-sided testconvex polyhedral coneunknown scale factor

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15)

Cited In (10)

• Construction of uniformly more powerful tests for hypotheses about linear inequalities
• Verification of conical hypotheses in the multivariate Gaussian analysis
• More powerful tests for the sign testing problem
• A MULTIVARIATE ONE-SIDED TEST WITH COMPOSITE HYPOTHESES WHEN THE COVARIANCE MATRIX IS COMPLETELY UNKNOWN
• The generalized inference on the sign testing problem about the normal variances
• Uniformly more powerful tests for hypotheses about linear inequalities when the variance is unknown
• On the computation of some properties of testing homogeneity of multivariate normal mean vectors against an order restriction
• Admissibility of unbiased tests for a composite hypothesis with a restricted alternative
• Statistical considerations in bioequivalence of two area under the concentration-time curves obtained from serial sampling data
• Tests for the mean of a multivariate normal population

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