Comparison of powers of some tests for testing homogeneity under order restrictions in multivariate normal means

Syoichi Sasabuchi; D. D.Sarath Kulatunga; Hiroyuki Saito

doi:10.1080/01966324.1998.10737457

Comparison of powers of some tests for testing homogeneity under order restrictions in multivariate normal means

Syoichi Sasabuchi, D. D.Sarath Kulatunga, Hiroyuki Saito

Research output: Contribution to journal › Article › peer-review

11 Citations (Scopus)

Abstract

In this paper attention is directed towards the construction of a reasonable test for testing the homogeneity of normal mean vectors against multivariate isotonic alternatives. Since the covariate structure of the covariance matrices other than the independence with equal covariance matrices causes grave problems in computing the null distribution of the likelihood ratio test, we propose three possible test procedures, and investigate them through extensive simulations in the bivariate case.

Original language	English
Pages (from-to)	131-160
Number of pages	30
Journal	American Journal of Mathematical and Management Sciences
Volume	18
Issue number	1-2
DOIs	https://doi.org/10.1080/01966324.1998.10737457
Publication status	Published - 1998
Externally published	Yes

All Science Journal Classification (ASJC) codes

Business, Management and Accounting(all)
Applied Mathematics

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10.1080/01966324.1998.10737457

Cite this

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abstract = "In this paper attention is directed towards the construction of a reasonable test for testing the homogeneity of normal mean vectors against multivariate isotonic alternatives. Since the covariate structure of the covariance matrices other than the independence with equal covariance matrices causes grave problems in computing the null distribution of the likelihood ratio test, we propose three possible test procedures, and investigate them through extensive simulations in the bivariate case.",

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AU - Sasabuchi, Syoichi

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AU - Saito, Hiroyuki

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Comparison of powers of some tests for testing homogeneity under order restrictions in multivariate normal means

Abstract

All Science Journal Classification (ASJC) codes

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