Nonnull and optimality robustness of some tests (Q1071429)
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| Language | Label | Description | Also known as |
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| English | Nonnull and optimality robustness of some tests |
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Nonnull and optimality robustness of some tests (English)
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1985
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This paper first characterizes the invariant structure of a model for which nonnull robustness holds. Applications of this result yield the nonnull robustness and optimality robustness of some tests for covariance structure including a test for sphericity. Second, we show the optimality robustness of the LBI tests in the GMANOVA (MANOVA) problem, and the problem of testing independence. In the GMANOVA problem, a robustness property of an essentially complete class of invariant tests is also shown.
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locally best invariant
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generalized multivariate analysis of variance
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invariant structure
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nonnull robustness
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optimality robustness
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covariance structure
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test for sphericity
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LBI tests
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testing independence
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GMANOVA problem
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essentially complete class of invariant tests
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