Locally minimax test of independence in elliptically symmetrical distributions with additional observations

DOI10.1007/BF02613984zbMath0743.62045OpenAlexW2090898516MaRDI QIDQ1185335

M. Behara, Prasanta K. Banerjee, N. C. Giri

Publication date: 28 June 1992

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/176394

zbMATH Keywords

invarianceconvex functioncorrelation coefficientlocally best invariant testmultivariate elliptical distributionlocally minimax testadditional observationselliptically symmetrical distributionsoptimality robust

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Foundations and philosophical topics in statistics (62A01)

Cites Work

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• Multivariate tests with incomplete data
• Locally minimax tests in symmetrical distributions
• Nonnull and optimality robustness of some tests
• Estimation of the parameters of a regression model with a multivariate t error variable
• Locally minimax tests for multiple correlations
• Bayesian and Non-Bayesian Analysis of the Regression Model with Multivariate Student-t Error Terms
• Local and Asymptotic Minimax Properties of Multivariate Tests
• Estimation and decision for linear systems with elliptical random processes

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