IDEAS home Printed from https://ideas.repec.org/a/eee/jmvana/v99y2008i9p2125-2135.html
   My bibliography  Save this article

Enhanced one-sided confidence regions for a multivariate location parameter

Author

Listed:
  • Vock, Michael

Abstract

If a one-sided test for a multivariate location parameter is inverted, the resulting confidence region may have an unpleasant shape. In particular, if the null and alternative hypothesis are both composite and complementary, the confidence region usually does not resemble the alternative parameter region in shape, but rather a reflected version of the null parameter region. We illustrate this effect and show one possibility of obtaining confidence regions for the location parameter that are smaller and have a more suitable shape for the type of problems investigated. This method is based on the closed testing principle applied to a family of nested hypotheses.

Suggested Citation

  • Vock, Michael, 2008. "Enhanced one-sided confidence regions for a multivariate location parameter," Journal of Multivariate Analysis, Elsevier, vol. 99(9), pages 2125-2135, October.
    • Handle: RePEc:eee:jmvana:v:99:y:2008:i:9:p:2125-2135
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0047-259X(08)00049-3
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Larocque D. & Labarre M., 2004. "A Conditionally Distribution-Free Multivariate Sign Test for One-Sided Alternatives," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 499-509, January.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Lu, Zeng-Hua, 2013. "Halfline tests for multivariate one-sided alternatives," Computational Statistics & Data Analysis, Elsevier, vol. 57(1), pages 479-490.
    2. Vock, Michael, 2006. "Graphical comparison of multivariate nonparametric location tests for restricted alternatives," Statistics & Probability Letters, Elsevier, vol. 76(14), pages 1529-1535, August.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jmvana:v:99:y:2008:i:9:p:2125-2135. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.