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A Conditional Test for a Non-negative Mean Vector Based on a Hotelling'sT2-Type Statistic

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  • Wang, Yining
  • McDermott, Michael P.

Abstract

A conditional test based on a Hotelling'sT2-type statistic is derived for significance of a multivariate mean having non-negative components. This test is shown to be uniformly more powerful than the unconditional test given by Silvapulle. The consistency and invariance of the new test are also established

Suggested Citation

  • 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.
    • Handle: RePEc:eee:jmvana:v:66:y:1998:i:1:p:64-70
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    References listed on IDEAS

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    1. Peter C. Wollan & Richard L. Dykstra, 1987. "Minimizing Linear Inequality Constrained Mahalanobis Distances," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 36(2), pages 234-240, June.
    2. 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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    Cited by:

    1. 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.
    2. 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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    Keywords

    Hotelling's T2; one-sided testing; consistency;
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