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

DOI10.3103/S1066369X1101004XzbMATH Open1227.62010OpenAlexW2091645422MaRDI QIDQ646840FDOQ646840

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

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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)

Cites Work

• Asymptotic Statistics
• Title not available (Why is that?)
• The emperor's new tests. (With comments and a rejoinder).
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• Contiguity of Probability Measures
• Locally most powerful sequential tests of a simple hypothesis vs. one-sided alternatives
• Locally most powerful sequential tests
• THE MOST STRINGENT SOMEWHERE MOST POWERFUL ONE SIDED TEST OF THE MULTIVARIATE NORMAL MEAN
• TESTING A NORMAL MEAN VECTOR AGAINST THE ALTERNATIVE DETERMINED BY A CONVEX CONE
• Title not available (Why is that?)
• Most Stringent Somewhere Most Powerful Tests Against Alternatives Restricted by a Number of Linear Inequalities

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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