Some robust tests of independence in symmetrical multivariate distributions
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Publication:3823652
DOI10.2307/3314939zbMATH Open0671.62055OpenAlexW2094490445MaRDI QIDQ3823652FDOQ3823652
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
Recommendations
random matrixmultivariate normalLBIlocally best invariantlocally minimax testUMPIuniformly most powerful invariantsquared multiple correlation coefficientmultivariate symmetrical distributions
Cites Work
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- Nonnull and optimality robustness of some tests
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- Local and Asymptotic Minimax Properties of Multivariate Tests
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- On Tests of the Equality of Two Covariance Matrices
- Locally minimax tests for multiple correlations
- Minimax Character of the $R^2$-Test in the Simplest Case
Cited In (7)
- A robust test for asymptotic independence of bivariate extremes
- On the local minimaxity of a test of independence in incomplete samples
- Linear projections of joint symmetry and independence applied to exact testing treatment effects based on multidimensional outcomes
- Title not available (Why is that?)
- Title not available (Why is that?)
- Locally minimax test of independence in elliptically symmetrical distributions with additional observations
- Locally minimax tests in symmetrical distributions
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