Uniformly More Powerful Tests in a One-Sided Multivariate Problem

DOI10.2307/2290927MaRDI QIDQ4314916zbMATH OpenOpenAlexFDO

Authors Dei-In Tang

Publication date 3 July 1995

Full work available at URL https://doi.org/10.2307/2290927

zbMATH Keywords

covariance matrixcritical valueshalf-space testHotelling's T-squareinvariant testlikelihood ratio testnormal mean vectororthant hypothesisstochastic orderingunbiased test

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15)

Recommendations

• Uniformly more powerful, one-sided tests for hypotheses about linear inequalities
• A Hotelling's T^ 2-type statistic for testing against one-sided hypotheses
• Powers of some one-sided multivariate tests with the population covariance matrix known up to a multiplicative constant
• Power of certain multivariate normal tests based on likelihood ratio test with unknown covariance matrix
• A class of conditional tests for a multivariate one-sided alternative

Cited in

(22)

• A conditional test for a non-negative mean vector based on a Hotelling's T^2-type statistic
• Testing multivariate one-sided hypotheses.
• A cone order monotone test for the one-sided multivariate testing problem.
• The emperor's new tests. (With comments and a rejoinder).
• A dose finding procedure based on the multivariate likelihood ratio test
• Procedures for testing multiple endpoints in clinical trials: an overview
• An appraisal of some aspects of statistical inference under inequality constraints
• The one-way layout with ordered parameters: a survey of advances since 1988
• A class of conditional tests for a multivariate one-sided alternative
• Uniformly more powerful, one-sided tests for hypotheses about linear inequalities
• Halfline tests for multivariate one-sided alternatives
• Some improved tests for multivariate one-sided hypotheses
• Bootstrap tests for multivariate directional alternatives
• Accurate Critical Constants for the One-Sided Approximate Likelihood Ratio Test of a Normal Mean Vector When the Covariance Matrix Is Estimated
• On Tests That Are Uniformly More Powerful Than the Wilcoxon-Mann-Whitney Test
• scientific article; zbMATH DE number 4161896 (Why is no real title available?)
• A Note on the Bias of O'Brien's OLS Test
• On the Power Behaviour of Läuter's Exact Multivariate One‐sided Tests
• scientific article; zbMATH DE number 775847 (Why is no real title available?)
• Tests for the mean of a multivariate normal population
• A non-parametric U-statistic testing approach for multi-arm clinical trials with multivariate longitudinal data
• Obtaining similar null distributions in the normal linear model using computational methods

This page was built for publication: Uniformly More Powerful Tests in a One-Sided Multivariate Problem

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4314916)