Publisher： Academic Press
ISSN： 0047-259X
Source： Journal of Multivariate Analysis, Vol.68, Iss.2, 1999-02, pp. : 264-282
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Abstract
For a multinormal distribution with an unknown dispersion matrix, union-intersection (UI) tests for the mean against one-sided alternatives are considered. The null distribution of the UI test statistic is derived and its power monotonicity properties are studied. A Stain-type two-stage procedure is proposed to eliminate some of the inherent drawbacks of such tests. Some comparisons are also made with some recently proposed alternative conditional likelihood ratio tests.
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