Local and Asymptotic Minimax Properties of Multivariate Tests
From MaRDI portal
Publication:5343917
DOI10.1214/aoms/1177703730zbMath0133.41805OpenAlexW2047775133MaRDI QIDQ5343917
Publication date: 1964
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177703730
Related Items (15)
On the local minimaxity of a test of independence in incomplete samples ⋮ Locally minimax tests for a multinormal data problem ⋮ Classification accuracy as a proxy for two-sample testing ⋮ Locally minimax test of the equality of two covariance matrices ⋮ Locally minimax tests in symmetrical distributions ⋮ Locally minimax test of independence in elliptically symmetrical distributions with additional observations ⋮ On locally optimal tests for the mean direction of the Langevin distribution ⋮ Some robust tests of independence in symmetrical multivariate distributions ⋮ On an optimum test of the equality of two covariance matrices ⋮ Locally minimax tests for multiple correlations ⋮ Alternative derivations of some multivariate distributions ⋮ Locally best invariant and locally minimax test of independence ⋮ Locally and asymptotically minimax tests of some multivariate decision problems ⋮ Optimum invariant tests on discriminant coefficients or means of multinormal population with additional information ⋮ On the duality between locally optimal tests and optimal experimental designs
This page was built for publication: Local and Asymptotic Minimax Properties of Multivariate Tests