Abstract
Within the context of a linear statistical model and multivariate inequality constrained testing, this paper is concerned with i) the statistical implications that flow from the case of two joint one-sided tests and ii) the use of the resulting pre-test risk functions in making decisions concerning the choice between these tests in practice. The informational content of the pre-test criteria, for the particular testing problem at hand, is discussed and, under a squared error loss measure, the unfavorable sampling performances of inequality pre-test estimators are noted.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
