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: | Sasabuchi Syoichi, Kulatunga D.D. Sarath, Saito Hiroyuki |
Keywords: | simulation: languages & programs |
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.