Local and Asymptotic Minimax Properties of Multivariate Tests

DOI10.1214/AOMS/1177703730MaRDI QIDQ5343917zbMATH OpenOpenAlexFDO

Authors N. C. Giri, J. Kiefer

Publication date 1964

Published in Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoms/1177703730

zbMATH Keywords

statistics

Cited in

(15)

• On the duality between locally optimal tests and optimal experimental designs
• On the local minimaxity of a test of independence in incomplete samples
• Locally minimax test of the equality of two covariance matrices
• Locally minimax test of independence in elliptically symmetrical distributions with additional observations
• On locally optimal tests for the mean direction of the Langevin distribution
• On an optimum test of the equality of two covariance matrices
• Alternative derivations of some multivariate distributions
• Locally minimax tests for a multinormal data problem
• Locally and asymptotically minimax tests of some multivariate decision problems
• Classification accuracy as a proxy for two-sample testing
• Some robust tests of independence in symmetrical multivariate distributions
• Locally minimax tests for multiple correlations
• Locally best invariant and locally minimax test of independence
• Optimum invariant tests on discriminant coefficients or means of multinormal population with additional information
• Locally minimax tests in symmetrical distributions

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