Locally minimax tests for multiple correlations

DOI10.2307/3315015zbMath0425.62035OpenAlexW1964110645MaRDI QIDQ3860667

N. C. Giri

Publication date: 1979

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

Full work available at URL: https://doi.org/10.2307/3315015

zbMATH Keywords

likelihood-ratio testinvariant testHunt-Stein theoremmultiple correlationsHotelling T square testlocally minimax testsadmissible testR square test

Mathematics Subject Classification ID

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

Related Items (2)

Locally minimax test of independence in elliptically symmetrical distributions with additional observations ⋮ Some robust tests of independence in symmetrical multivariate distributions

Cites Work

• Tests on multiple correlation coefficient and multiple partial correlation coefficient
• The Admissibility of Hotelling's $T^2$-Test
• Invariance, Minimax Sequential Estimation, and Continuous Time Processes
• Local and Asymptotic Minimax Properties of Multivariate Tests
• Minimax Character of the $R^2$-Test in the Simplest Case
• Minimax Character of Hotelling's $T^2$ Test in the Simplest Case
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