Admissibility of invariant tests in the general multivariate analysis of variance problem

DOI10.1214/aos/1176346323zbMath0598.62006OpenAlexW1530539200MaRDI QIDQ1079891

John I. Marden

Publication date: 1983

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176346323

zbMATH Keywords

likelihood ratio testorthogonal groupnecessary and sufficient conditionsWishart matrixmultivariate normalinvariant testsMANOVAposterior odds ratiogeneralized Bayes testsgeneral multivariate analysis of varianceinvariant generalized priorminimal complete

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Foundations and philosophical topics in statistics (62A01) Analysis of variance and covariance (ANOVA) (62J10) Admissibility in statistical decision theory (62C15) Complete class results in statistical decision theory (62C07)

Related Items (3)

A review of optimality of multivariate tests ⋮ Optimal confidence regions in GMANOVA ⋮ A characterization of matrix groups that act transitively on the cone of positive definite matrices

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