PS C:\Users\kschweiger> Connect-MsolService
PS C:\Users\kschweiger> Get-MsolDomain

Name                                            Status   Authentication
----                                            ------   --------------
customer.mail.onmicrosoft.com                   Verified Managed
customer.onmicrosoft.com                        Verified Managed
customer.at                                     Verified Federated


PS C:\Users\kschweiger> Set-MsolDomainAuthentication -DomainName customer.at -Authentication Managed
PS C:\Users\kschweiger> Get-MsolDomain

Name                                            Status   Authentication
----                                            ------   --------------
customer.mail.onmicrosoft.com                   Verified Managed
customer.onmicrosoft.com                        Verified Managed
customer.at                                     Verified Managed