Minimal complete classes of invariant tests for equality of normal covariance matrices and sphericity

DOI10.1016/0047-259X(88)90121-2zbMATH Open0649.62049MaRDI QIDQ1105950FDOQ1105950

Authors: Arthur Cohen, John I. Marden 

Publication date: 1988

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

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• Publication:3473973
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zbMATH Keywords

inadmissibilitymaximal invariant statisticclass of invariant testsgroup of nonsingular matricesminimal complete class of invariant testsordered characteristic rootstesting equality of two normal covariance matricestesting for sphericity

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Hypothesis testing in multivariate analysis (62H15) Complete class results in statistical decision theory (62C07)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Inequalities: theory of majorization and its applications
• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
• Locally Best Invariant Test for Sphericity and the Limiting Distributions
• Techniques of multivariate calculation
• Title not available (Why is that?)
• Admissible Bayes Character of $T^2-, R^2-$, and Other Fully Invariant Tests for Classical Multivariate Normal Problems
• Complete class results for hypothesis testing problems with simple null hypotheses
• On Tests of the Equality of Two Covariance Matrices

Cited In (7)

• Comparison of powers of a class of tests for covariance matrices
• Title not available (Why is that?)
• Admissibility of some tests, multiple decision procedures and classification procedures in multivariate analysis
• Title not available (Why is that?)
• Admissibility of invariant tests for means with covariates
• On an optimum test of the equality of two covariance matrices
• Admissibility of invariant tests in the general multivariate analysis of variance problem

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