Locally minimax tests in symmetrical distributions

DOI10.1007/BF00052352zbMath0701.62069MaRDI QIDQ914300

N. C. Giri

Publication date: 1988

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

robustnessmultivariate normal distributionmaximal invariantMANOVAlocally best invariant testelliptically symmetric distributionsHunt-Stein theoremnull robustnessGAMANOVAlocal minimax propertylocally minimax testnonnull robustnessuniformly most powerful invariant testWijsman's representation theorem

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Minimax procedures in statistical decision theory (62C20) Foundations and philosophical topics in statistics (62A01)

Related Items

Locally minimax test of independence in elliptically symmetrical distributions with additional observations

Cites Work

• A condition for null robustness
• Nonnull and optimality robustness of some tests
• Invariant scale matrix hypothesis tests under elliptical symmetry
• Robustness of multivariate tests
• Robust tests for spherical symmetry
• The general MANOVA problem
• Local and Asymptotic Minimax Properties of Multivariate Tests
• Locally Minimax Tests
• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
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