Asymptotic optimality of multivariate linear hypothesis tests

DOI10.1016/0047-259X(87)90159-XzbMath0636.62044MaRDI QIDQ1098198

Ludwig Baringhaus

Publication date: 1987

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

likelihood ratio testexponential rate of convergencefixed alternativelimit of noncentrality parametersmultivariate linear hypothesis testoptimal exponential ratePillai testtest of Bartletttest of Hotelling and Lawleytest of RoyType II error probability

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Asymptotic properties of parametric tests (62F05)

Related Items (4)

Hodges-Lehmann optimality of tests ⋮ Hotelling's \(T^2\) tests in paired and independent survey samples: an efficiency comparison ⋮ On an asymptotic relative efficiency concept based on expected volumes of confidence regions ⋮ On the relation between Hodges‐Lehmann efficiency and Pitman efficiency

Cites Work

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• Distinctness of the eigenvalues of a quadratic form in a multivariate sample
• The Efficiency of Some Nonparametric Competitors of the $t$-Test
• METHODS OF STATISTICAL ANALYSIS APPROPRIATE FOR k SAMPLES OF TWO VARIABLES
• Bounds for the Power of Likelihood Ratio Tests and Their Asymptotic Properties
• Some New Test Criteria in Multivariate Analysis
• Exact Bahadur efficiencies for tests of the multivariate linear hypothesis

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