A Conditional Test for a Non-negative Mean Vector Based on a Hotelling'sT2-Type Statistic
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References listed on IDEAS
- Cambanis, Stamatis & Huang, Steel & Simons, Gordon, 1981. "On the theory of elliptically contoured distributions," Journal of Multivariate Analysis, Elsevier, vol. 11(3), pages 368-385, September.
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- Abadir, Karim M. & Distaso, Walter, 2007.
"Testing joint hypotheses when one of the alternatives is one-sided,"
Journal of Econometrics,
Elsevier, vol. 140(2), pages 695-718, October.
- K Abadir & W Distaso, "undated". "Testing joint hypotheses when one of the alternatives is one-sided," Discussion Papers 05/13, Department of Economics, University of York.
- Li, Gang & Gao, Xiong & Huang, Minqiang, 2003. "Testing multivariate one-sided hypotheses," Statistics & Probability Letters, Elsevier, vol. 64(1), pages 63-68, August.
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KeywordsHotelling's T2; one-sided testing; consistency;
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