On the admissibility of stable spherical multivariate tests

DOI10.1016/S0047-259X(03)00022-8zbMath1019.62055MaRDI QIDQ1403417

Ekkehard Glimm, Jürgen Läuter

Publication date: 1 September 2003

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

zbMATH Keywords

principal componentsadmissibilitymultiple correlationspherical tests

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (1)

Generalized \(F\)-tests for the multivariate normal mean

Cites Work

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• Asymptotic power properties of the Cramer-von Mises test under contiguous alternatives
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• Conditional Likelihood Ratio Test for a Nonnegative Normal Mean Vector
• Exact t and F Tests for Analyzing Studies with Multiple Endpoints
• New Tests for Data with an Inherent Structure
• Admissible Bayes Character of $T^2-, R^2-$, and Other Fully Invariant Tests for Classical Multivariate Normal Problems
• Most Stringent Somewhere Most Powerful Tests Against Alternatives Restricted by a Number of Linear Inequalities
• One-Sided Testing Problems in Multivariate Analysis
• A multivariate analogue of the one-sided test

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