Admissible Tests in Multivariate Analysis of Variance
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Publication:5541018
DOI10.1214/AOMS/1177698863zbMATH Open0158.18401OpenAlexW1966332872MaRDI QIDQ5541018FDOQ5541018
Author name not available (Why is that?)
Publication date: 1967
Published in: Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177698863
Cited In (11)
- Matrix representation of Taylor's formula for mappings in finite dimensional spaces
- The dynamic programming method in systems with states in the form of distributions
- Testing hypotheses about the common mean of normal distributions
- Two testing problems relating the real and complex multivariate normal distributions
- The necessity that a conditional decision procedure be almost everywhere admissible
- On stochastic majorization of the eigenvalues of a Wishart matrix
- Test for independence of two multivariate regression equations with different design matrices
- 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
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