Asymptotically most powerful rank tests for regression parameters in manova

  • M. S. Srivastava


Srivastava [5] proposed a class of rank score tests for testing the hypothesis that β1=⋯β p =0 in the linear regression modely i 1 x 1i 2 x 2i +⋯+β p +x pi i under weaker conditions than Hájek [2]. In this paper, under the same weak conditions, a class of rank score tests is proposed for testing β1=⋯β q =0 in the multivariate linear regression modely i 1 x 1i 2 x 2i +⋯+β p +x pi i ,q≦p, where β i ’s arek-vectors. The limiting distribution of the test statistic is shown to be central χ qk 2 underH and non-central χ qk 2 under a sequence of alternatives tending to the hypothesis at a suitable rate.


Random Matrix Suitable Rate Rank Order Test Score Test Statistic Contiguity Principle 
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© Institute of Statistical Mathematics 1972

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  • M. S. Srivastava

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