Let X1,... ,Xn be a sequence of independent random vectors, such that the first k of this sequence, X1,... ,Xk have a common multivariate normal distribution $N_{p ...
Tang, Gnecco, and Geller (1989, Biometrika 76, 577-583) proposed an approximate likelihood ratio (ALR) test of the null hypothesis that a normal mean vector equals a null vector against the ...