Abstract
Abstract Inference about multivariate means is investigated for the case in which the covariance matrix is assumed to follow an antedependence model, which is a general first-order autoregressive model. We present two test statistics that offer alternatives to Hotelling's T 2 test for testing whether a vector mean is equal to some specified value. These antedependence statistics have simple representations in terms of Hotelling's T 2 statistics computed for certain bivariate and univariate variables. Extensions to the multivariate linear model provide easy-to-compute antedependence analogs to the usual Wilk's lambda, Lawley-Hotelling trace, and Pillai's trace statistics.
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