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

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

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Article ID: iaor19992099
Country: United States
Volume: 18
Issue: 1/2
Start Page Number: 131
End Page Number: 158
Publication Date: Jan 1998
Journal: American Journal of Mathematical and Management Sciences
Authors: , ,
Keywords: simulation: languages & programs
Abstract:

In this paper attention is directed towards the construction of a reasonable test for testing the homogeneity of normal mean vectors against multi-variate 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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