Optimum invariant tests for random manova models
canonical-form MANOVAdeviations from normalityfull linear grouplocally best invaiantmaximal invariantmixed-effects modelnormally distributed error matrixrandom-effects modelrobustnesstrace testuniformly most powerful invariantWijsman's representaion theorem
Foundations and philosophical topics in statistics (62A01) Characterization and structure theory of statistical distributions (62E10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Hypothesis testing in multivariate analysis (62H15) Analysis of variance and covariance (ANOVA) (62J10)
- Admissibility of invariant tests in the general multivariate analysis of variance problem
- The greatest invariance-group of multivariate models
- Tests for multivariate analysis of variance in high dimension under non-normality
- Hypotheses tests for variance components in some multivariate mixed models
- Nonnull and optimality robustness of some tests
- A Kernel-Type Estimator of a Quantile Function From Right-Censored Data
- A LIL type result for the product limit estimator
- A Smooth Nonparametric Estimator of a Quantile Function
- scientific article; zbMATH DE number 3866388 (Why is no real title available?)
- scientific article; zbMATH DE number 3907573 (Why is no real title available?)
- Nonparametric estimates of probability densities
- Nonparametric Estimation from Incomplete Observations
- On the asymptotic properties of a kernel type quantile estimator from censored samples
- On the mean squared error of nonparametric quantile estimators under random right-censorship
- Smooth nonparametric quantile estimation under censoring: simulations and bootstrap methods
- Some convergence results for kernel-type quantile estimators under censoring
- Strong approximations of the quantile process of the product-limit estimator
- The rate of strong uniform consistency for the product-limit estimator
- Nonnull and optimality robustness of some tests
- Admissibility of invariant tests in the general multivariate analysis of variance problem
- The greatest invariance-group of multivariate models
- Hypotheses tests for variance components in some multivariate mixed models
- Similar tests for covariance structures in multivariate linear models
- On the maximal invariance of manova step down procedure statistics
- scientific article; zbMATH DE number 4020242 (Why is no real title available?)
- scientific article; zbMATH DE number 4084767 (Why is no real title available?)
- An optimal test for variance components of multivariate mixed-effects linear models
- Invariant tests for covariance structures in multivariate linear model
- Nonparametric MANOVA in meaningful effects
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