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Testing multivariate one-sided hypotheses

Author

Listed:
  • Li, Gang
  • Gao, Xiong
  • Huang, Minqiang

Abstract

A modified likelihood ratio test (LRT) is derived for multivariate one-sided hypotheses by using the conditional distribution of the LRT statistic. This modified LRT is more powerful than the LRT and is also invariant and consistent.

Suggested Citation

  • Li, Gang & Gao, Xiong & Huang, Minqiang, 2003. "Testing multivariate one-sided hypotheses," Statistics & Probability Letters, Elsevier, vol. 64(1), pages 63-68, August.
    • Handle: RePEc:eee:stapro:v:64:y:2003:i:1:p:63-68
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    References listed on IDEAS

    as
    1. Wolak, Frank A., 1989. "Testing inequality constraints in linear econometric models," Journal of Econometrics, Elsevier, vol. 41(2), pages 205-235, June.
    2. Wang, Yining & McDermott, Michael P., 1998. "A Conditional Test for a Non-negative Mean Vector Based on a Hotelling'sT2-Type Statistic," Journal of Multivariate Analysis, Elsevier, vol. 66(1), pages 64-70, July.
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