scientific article; zbMATH DE number 3301947
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Publication:5583538
zbMATH Open0189.18604MaRDI QIDQ5583538FDOQ5583538
Authors: Robert A. Wijsman 
Publication date: 1967
Title of this publication is not available (Why is that?)
Cited In (31)
- Optimality robustness of tests in two population problems
- Some robust tests of independence in symmetrical multivariate distributions
- Constrained Bayesian method for testing composite hypotheses concerning normal distribution with equal parameters
- Minimal complete classes of invariant tests for equality of normal covariance matrices and sphericity
- Hypotheses tests for variance components in some multivariate mixed models
- Optimum tests for treatments when blocks are nested and random
- On optimum invariant tests of equality of intraclass correlation coefficients
- Two testing problems relating the real and complex multivariate normal distributions
- A representation of Bayes invariant procedures in terms of Haar measure
- Hierarchical orbital decompositions and extended decomposable distributions
- Bayes equivariant estimators of variance components
- Towards an optimum test for non-additivity in Tukey's model
- Locally most powerful test for testing the equality of variances of two linear models with common regression parameters
- Test for independence of two multivariate regression equations with different design matrices
- On the joint distribution of Studentized order statistics
- Locally minimax test of independence in elliptically symmetrical distributions with additional observations
- Detection of multivariate outliers with location slippage or scale inflation in left orthogonally invariant or elliptically contoured distributions
- Lower bounds on Bayes factors for invariant testing situations
- Robustness of locally most powerful invariant test for normal mixture model in control and treatment populations
- Optimum invariant tests on discriminant coefficients or means of multinormal population with additional information
- LBI tests for multivariate normality in exponential power distributions
- Most powerful invariant permutation tests
- CBM for testing multiple hypotheses with directional alternatives in sequential experiments
- On tests for selection of variables and independence under multivariate regression models
- On an optimum test of the equality of two covariance matrices
- Invariant prediction regions with smallest expected measure
- The most powerful location and scale invariant test under the assumption of symmetry
- LBI tests for the detection of compound normal distribution in control and treatment populations
- Some tests with unbalanced data from a bivariate normal population
- LBI tests of independence in bivariate exponential distributions
- Linear relations in time series models. I
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