Locally minimax tests for multiple correlations

DOI10.2307/3315015MaRDI QIDQ3860667zbMATH OpenOpenAlexFDO

Authors N. C. Giri

Publication date 1979

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3315015

zbMATH Keywords

admissible testHotelling T square testHunt-Stein theoreminvariant testlikelihood-ratio testlocally minimax testsmultiple correlationsR square test

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15)

Cites work

• scientific article; zbMATH DE number 3145638 (Why is no real title available?)
• scientific article; zbMATH DE number 3583127 (Why is no real title available?)
• scientific article; zbMATH DE number 3061365 (Why is no real title available?)
• Invariance, Minimax Sequential Estimation, and Continuous Time Processes
• Local and Asymptotic Minimax Properties of Multivariate Tests
• Minimax Character of Hotelling's T² Test in the Simplest Case
• Minimax Character of the R²-Test in the Simplest Case
• Tests on multiple correlation coefficient and multiple partial correlation coefficient
• The Admissibility of Hotelling's T²-Test

Cited in

(2)

• Locally minimax test of independence in elliptically symmetrical distributions with additional observations
• Some robust tests of independence in symmetrical multivariate distributions

This page was built for publication: Locally minimax tests for multiple correlations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3860667)