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

DOI10.1016/0047-259X(88)90121-2MaRDI QIDQ1105950zbMATH OpenFDO

Authors Arthur Cohen, John I. Marden

Publication date 1988

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

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)

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Cites work

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• 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
• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
• Inequalities: theory of majorization and its applications
• Locally Best Invariant Test for Sphericity and the Limiting Distributions
• On Tests of the Equality of Two Covariance Matrices
• Techniques of multivariate calculation

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(7)

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• Admissibility of invariant tests for means with covariates
• On an optimum test of the equality of two covariance matrices
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• Admissibility of some tests, multiple decision procedures and classification procedures in multivariate analysis
• Comparison of powers of a class of tests for covariance matrices
• scientific article; zbMATH DE number 4143261 (Why is no real title available?)

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