Some robust tests of independence in symmetrical multivariate distributions

DOI10.2307/3314939MaRDI QIDQ3823652zbMATH OpenOpenAlexFDO

Authors N. C. Giri

Publication date 1988

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

Full work available at URL https://doi.org/10.2307/3314939

zbMATH Keywords

random matrixmultivariate normalLBIlocally best invariantlocally minimax testUMPIuniformly most powerful invariantsquared multiple correlation coefficientmultivariate symmetrical distributions

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15)

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Cites work

• scientific article; zbMATH DE number 3145638 (Why is no real title available?)
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• scientific article; zbMATH DE number 3583127 (Why is no real title available?)
• scientific article; zbMATH DE number 3301947 (Why is no real title available?)
• A robustness property of Hotelling's T^ 2-test
• Local and Asymptotic Minimax Properties of Multivariate Tests
• Locally minimax tests for multiple correlations
• Minimax Character of the $R^2$-Test in the Simplest Case
• Nonnull and optimality robustness of some tests
• On Tests of the Equality of Two Covariance Matrices
• Robust tests for spherical symmetry
• Robustness of multivariate tests

Cited in

(7)

• On the local minimaxity of a test of independence in incomplete samples
• A robust test for asymptotic independence of bivariate extremes
• Linear projections of joint symmetry and independence applied to exact testing treatment effects based on multidimensional outcomes
• scientific article; zbMATH DE number 4048876 (Why is no real title available?)
• scientific article; zbMATH DE number 4126502 (Why is no real title available?)
• Locally minimax test of independence in elliptically symmetrical distributions with additional observations
• Locally minimax tests in symmetrical distributions

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