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On the power superiority of likelihood ratio tests for restricted alternatives

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  • Tsai, Mingtan

Abstract

For the multivariate normal mean vector testing problem, it is shown that in the light of power comparison, the restricted likelihood ratio test (LRT) is uniformly more powerful than the blobal version for the entire restricted parameter space in many cases.

Suggested Citation

  • Tsai, Mingtan, 1992. "On the power superiority of likelihood ratio tests for restricted alternatives," Journal of Multivariate Analysis, Elsevier, vol. 42(1), pages 102-109, July.
    • Handle: RePEc:eee:jmvana:v:42:y:1992:i:1:p:102-109
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    Citations

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    Cited by:

    1. Tsai, Ming-Tien & Sen, Pranab Kumar, 2004. "On inadmissibility of Hotelling T2-tests for restricted alternatives," Journal of Multivariate Analysis, Elsevier, vol. 89(1), pages 87-96, April.
    2. Sen, Pranab K. & Tsai, Ming-Tien, 1999. "Two-Stage Likelihood Ratio and Union-Intersection Tests for One-Sided Alternatives Multivariate Mean with Nuisance Dispersion Matrix," Journal of Multivariate Analysis, Elsevier, vol. 68(2), pages 264-282, February.
    3. Praestgaard, Jens, 2012. "A note on the power superiority of the restricted likelihood ratio test," Journal of Multivariate Analysis, Elsevier, vol. 104(1), pages 1-15, February.

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