On the Inadmissibility of Step-Down Procedures for the Hotelling $T^2$ Problem
Marden, John I. ; Perlman, Michael D.
Ann. Statist., Tome 18 (1990) no. 1, p. 172-190 / Harvested from Project Euclid
Text on Project Euclid
PDF
Alt PDF
Step-down testing procedures for the Hotelling $T^2$ problem are considered. It is shown that the classical step-down procedure proposed by S. N. Roy, R. E. Bargmann and J. Roy is inadmissible among invariant procedures (for a suitable invariance group) in many situations, including all those for which more than two steps are contemplated. It is also noted that in most cases, the power of the step-down procedure decreases in at least one of the noncentrality parameters over part of the parameter space. Finally, several alternative admissible step-down procedures are proposed.
Publié le : 1990-03-14
Classification:  Step-down testing procedures,  admissibility,  invariant procedures,  Hotelling $T^2$ problem,  minimal complete class,  62H15,  62C07,  62F03 
@article{1176347497,
     author = {Marden, John I. and Perlman, Michael D.},
     title = {On the Inadmissibility of Step-Down Procedures for the Hotelling $T^2$ Problem},
     journal = {Ann. Statist.},
     volume = {18},
     number = {1},
     year = {1990},
     pages = { 172-190},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176347497}
}

Marden, John I.; Perlman, Michael D. On the Inadmissibility of Step-Down Procedures for the Hotelling $T^2$ Problem. Ann. Statist., Tome 18 (1990) no. 1, pp.  172-190. http://gdmltest.u-ga.fr/item/1176347497/