Some optima of parameter tests for an elliptically contoured distribution class

DOI10.1007/BF02112640zbMath0655.62060MaRDI QIDQ1109457

Hui Quan

Publication date: 1987

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

zbMATH Keywords

likelihood ratio testsunbiased testsuniformly most powerfulthird matrix elliptically contoured distributionUMP invariant

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15)

Cites Work

• Unbiasedness of the likelihood ratio tests for equality of several covariance matrices and equality of several multivariate normal populations
• Robust tests for spherical symmetry
• The Integral of a Symmetric Unimodal Function over a Symmetric Convex Set and Some Probability Inequalities
• Maximum-likelihood estimates and likelihood-ratio criteria for multivariate elliptically contoured distributions
• Properties of Power Functions of Some Tests Concerning Dispersion Matrices of Multivariate Normal Distributions
• On the Power of the $L_1$ Test for Equality of Several Variances
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