Locally minimax test of the equality of two covariance matrices
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Publication:1136179
DOI10.1007/BF01222805zbMath0426.62032MaRDI QIDQ1136179
Publication date: 1980
Published in: Archiv der Mathematik (Search for Journal in Brave)
locally best invariant testgroup of affine transformationslocally minimax test of equality of covariance matricesmultinormal population
Hypothesis testing in multivariate analysis (62H15) Foundations and philosophical topics in statistics (62A01) Sufficient statistics and fields (62B05) Multivariate analysis (62Hxx)
Cites Work
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- The general MANOVA problem
- Local and Asymptotic Minimax Properties of Multivariate Tests
- Admissible Bayes Character of $T^2-, R^2-$, and Other Fully Invariant Tests for Classical Multivariate Normal Problems
- On Tests of the Equality of Two Covariance Matrices
- Distributions of Matrix Variates and Latent Roots Derived from Normal Samples