Admissible Tests in Multivariate Analysis of Variance

DOI10.1214/AOMS/1177698863MaRDI QIDQ5541018zbMATH OpenOpenAlexFDO

Authors

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

zbMATH Keywords

statistics

Cited in

(11)

• Testing hypotheses about the common mean of normal distributions
• On tests for selection of variables and independence under multivariate regression models
• 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
• Matrix representation of Taylor's formula for mappings in finite dimensional spaces
• A review of optimality of multivariate tests
• On the monotonicity of the power functions of tests based on traces of multivariate beta matrices
• Two testing problems relating the real and complex multivariate normal distributions
• The necessity that a conditional decision procedure be almost everywhere admissible
• The dynamic programming method in systems with states in the form of distributions
• On stochastic majorization of the eigenvalues of a Wishart matrix

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