Admissible Tests in Multivariate Analysis of Variance
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Publication:5541018
DOI10.1214/aoms/1177698863zbMath0158.18401OpenAlexW1966332872MaRDI QIDQ5541018
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Publication date: 1967
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177698863
Related Items (11)
The necessity that a conditional decision procedure be almost everywhere admissible ⋮ On stochastic majorization of the eigenvalues of a Wishart matrix ⋮ A new proof of admissibility of tests in the multivariate analysis of variance ⋮ A review of optimality of multivariate tests ⋮ On the monotonicity of the power functions of tests based on traces of multivariate beta matrices ⋮ On tests for selection of variables and independence under multivariate regression models ⋮ Test for independence of two multivariate regression equations with different design matrices ⋮ The dynamic programming method in systems with states in the form of distributions ⋮ Matrix representation of Taylor's formula for mappings in finite dimensional spaces ⋮ Testing hypotheses about the common mean of normal distributions ⋮ Two testing problems relating the real and complex multivariate normal distributions
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