A locally directionally maximin test for a multidimensional parameter with order-restricted alternatives

DOI10.3103/S1066369X1101004XMaRDI QIDQ646840zbMATH OpenOpenAlexFDO

Authors P. A. Novikov

Publication date 18 November 2011

Published in Russian Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3103/s1066369x1101004x

zbMATH Keywords

likelihood ratio testlocally most powerful testlocally asymptotically normal experimentsoptimal linear test

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05) Hypothesis testing in multivariate analysis (62H15) Parametric inference under constraints (62F30)

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Cites work

• scientific article; zbMATH DE number 1183272 (Why is no real title available?)
• scientific article; zbMATH DE number 774829 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• Asymptotic Statistics
• Contiguity of Probability Measures
• Locally most powerful sequential tests
• Locally most powerful sequential tests of a simple hypothesis vs. one-sided alternatives
• Most Stringent Somewhere Most Powerful Tests Against Alternatives Restricted by a Number of Linear Inequalities
• TESTING A NORMAL MEAN VECTOR AGAINST THE ALTERNATIVE DETERMINED BY A CONVEX CONE
• THE MOST STRINGENT SOMEWHERE MOST POWERFUL ONE SIDED TEST OF THE MULTIVARIATE NORMAL MEAN
• The emperor's new tests. (With comments and a rejoinder).

Cited in

(2)

• Local admissibility and local unbiasedness in hypothesis testing problems
• Optimal pseudo-Gaussian and rank-based random coefficient detection in multiple regression

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