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Izvestiya Vysshikh Uchebnykh Zavedenii. Matematika, 2011, Number 1, Pages 39–48 (Mi ivm7170)  
This article is cited in 3 scientific papers (total in 3 papers)

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

P. A. Novikov

Chair of Mathematical Statistics, Kazan State University, Kazan, Russia
Full-text PDF (220 kB) Citations (3)
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Abstract: In this paper we propose the 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.
Keywords: hypothesis testing, multidimensional parameter, order-restricted alternatives, locally directionally maximin test, locally most powerful test, likelihood ratio test, optimal linear test, locally asymptotically normal experiments.
Received: 21.05.2009
Revised: 23.09.2009
English version:
Russian Mathematics (Izvestiya VUZ. Matematika), 2011, Volume 55, Issue 1, Pages 33–41
DOI: https://doi.org/10.3103/S1066369X1101004X
Bibliographic databases:
Document Type: Article
UDC: 519.233
Language: Russian
Citation: P. A. Novikov, “A locally directionally maximin test for a multidimensional parameter with order-restricted alternatives”, Izv. Vyssh. Uchebn. Zaved. Mat., 2011, no. 1, 39–48; Russian Math. (Iz. VUZ), 55:1 (2011), 33–41
Citation in format AMSBIB
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\by P.~A.~Novikov
\paper A locally directionally maximin test for a~multidimensional parameter with order-restricted alternatives
\jour Izv. Vyssh. Uchebn. Zaved. Mat.
\yr 2011
\issue 1
\pages 39--48
\mathnet{http://mi.mathnet.ru/ivm7170}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2810192}
\transl
\jour Russian Math. (Iz. VUZ)
\yr 2011
\vol 55
\issue 1
\pages 33--41
\crossref{https://doi.org/10.3103/S1066369X1101004X}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-79952836238}
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    • This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Известия высших учебных заведений. Математика Russian Mathematics (Izvestiya VUZ. Matematika)
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    References:38
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