Unbiasedness of invariant tests for MANOVA and other multivariate problems

DOI10.1214/AOS/1176345204MaRDI QIDQ1154763zbMATHOpenAlexFDO

Authors Michael D. Perlman, Ingram Olkin

Publication date 1980

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176345204

zbMATH Keywords

growth curvescharacteristic rootscanonical correlationsMANOVAmonotonicity of power functionsFKG inequalitymaximal invariantscomplex normal distributionnoncentral Wishart matrixunbiasedness of invariant tests

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20) Analysis of variance and covariance (ANOVA) (62J10)

Cited in

(19)

• The growth curve model: a review
• A monotonicity property of the power function of multivariate tests
• Convexity of acceptance regions of multivariate tests
• Testing for panel unit roots under general cross-sectional dependence
• Some recent developments on majorization inequalities in probability and statistics
• On a new class of multivariate prior distributions: theory and application in reliability
• Predicting extinction or explosion in a Galton-Watson branching process with power series offspring distribution
• A review of optimality of multivariate tests
• A power function of statistical tests dependent on elementary symmetric polynomials
• Algebraic methods toward higher-order probability inequalities. II.
• Majorization and Gaussian correlation
• The power of the likelihood ratio test for additional information in a multivariate linear model
• Invariant distributions of the multivariate tests in the skew elliptical model
• Two testing problems relating the real and complex multivariate normal distributions
• On the power function of the likelihood ratio test for MANOVA
• Power Function Studies
• Entropy inequalities for some multivariate distributions
• Some probability inequalities for ordered MTP\(_2\) random variables: a proof of the Simes conjecture
• Tests of Hypotheses for Covariance Matrices and Distributions Under Multivariate Normal Populations

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