Minimal complete classes of invariant tests for equality of normal covariance matrices and sphericity

DOI10.1016/0047-259X(88)90121-2zbMath0649.62049MaRDI QIDQ1105950

John I. Marden, Arthur Cohen

Publication date: 1988

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

inadmissibilitymaximal invariant statisticclass of invariant testsgroup of nonsingular matricesminimal complete class of invariant testsordered characteristic rootstesting equality of two normal covariance matricestesting for sphericity

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Foundations and philosophical topics in statistics (62A01) Complete class results in statistical decision theory (62C07)

Related Items

On an optimum test of the equality of two covariance matrices

Cites Work

• Techniques of multivariate calculation
• Complete class results for hypothesis testing problems with simple null hypotheses
• Admissible Bayes Character of $T^2-, R^2-$, and Other Fully Invariant Tests for Classical Multivariate Normal Problems
• On Tests of the Equality of Two Covariance Matrices
• Locally Best Invariant Test for Sphericity and the Limiting Distributions
• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
• Inequalities: theory of majorization and its applications
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