A locally directionally maximin test for a multidimensional parameter with order-restricted alternatives

dc.contributor.author	Novikov P.
dc.date.accessioned	2018-09-18T20:16:49Z
dc.date.available	2018-09-18T20:16:49Z
dc.date.issued	2011
dc.identifier.issn	1066-369X
dc.identifier.uri	https://dspace.kpfu.ru/xmlui/handle/net/138242
dc.description.abstract	In this paper we propose a locally directionally maximin test which is a generalization of the locally most powerful test for the case of a multidimensional parameter. We show that for the two-dimensional Gaussian distribution the locally directionally maximin test is better than the likelihood ratio test in the sense of the local power. For locally asymptotically normal experiments we construct an asymptotic locally directionally maximin test. © Allerton Press, Inc., 2011.
dc.relation.ispartofseries	Russian Mathematics
dc.subject	Hypothesis testing
dc.subject	Likelihood ratio test
dc.subject	Locally asymptotically normal experiments
dc.subject	Locally directionally maximin test
dc.subject	Locally most powerful test
dc.subject	Multidimensional parameter
dc.subject	Optimal linear test
dc.subject	Order-restricted alternatives
dc.title	A locally directionally maximin test for a multidimensional parameter with order-restricted alternatives
dc.type	Article
dc.relation.ispartofseries-issue	1
dc.relation.ispartofseries-volume	55
dc.collection	Публикации сотрудников КФУ
dc.relation.startpage	33
dc.source.id	SCOPUS1066369X-2011-55-1-SID79952836238

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Коллекция содержит публикации сотрудников Казанского федерального (до 2010 года Казанского государственного) университета, проиндексированные в БД Scopus, начиная с 1970г.