scientific article; zbMATH DE number 4143261

MaRDI QIDQ3473973zbMATH OpenFDO

Authors Arthur Cohen, John I. Marden

Publication date 1989

zbMATH Keywords

admissibilitygroup of nonsingular matricesinadmissibilityinvariant testslargest and smallest rootsmaximal invariant statisticMinimal complete classesordered characteristic rootssample covariance matricestesting equality of two normal covariance matricestesting for sphericity

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Complete class results in statistical decision theory (62C07) Admissibility in statistical decision theory (62C15) Hypothesis testing in multivariate analysis (62H15)

Recommendations

• Minimal complete classes of invariant tests for equality of normal covariance matrices and sphericity
• scientific article; zbMATH DE number 4011674
• Comparison of powers of a class of tests for covariance matrices
• On an optimum test of the equality of two covariance matrices
• Testing homogeneity of covariance matrices of completely symmetric Gaussian models

Cited in

(9)

• Minimum-phase parts of zero-phase sequences
• Admissibility of invariant tests in the general multivariate analysis of variance problem
• Minimal complete classes of invariant tests for equality of normal covariance matrices and sphericity
• Comparison of powers of a class of tests for covariance matrices
• On an optimum test of the equality of two covariance matrices
• Admissibility of some tests, multiple decision procedures and classification procedures in multivariate analysis
• An invariance property of common statistical tests
• Locally Most Powerful Invariant Tests for Correlation and Sphericity of Gaussian Vectors
• scientific article; zbMATH DE number 4011674 (Why is no real title available?)

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3473973)