Unbiasedness of invariant tests for MANOVA and other multivariate problems

DOI10.1214/aos/1176345204zbMath0465.62046OpenAlexW2047127073MaRDI QIDQ1154763

Michael D. Perlman, Ingram Olkin

Publication date: 1980

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

Full work available at URL: https://doi.org/10.1214/aos/1176345204

zbMATH Keywords

characteristic rootsFKG inequalitycanonical correlationsMANOVAmonotonicity of power functionsgrowth curvesmaximal invariantscomplex normal distributionnoncentral Wishart matrixunbiasedness of invariant tests

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20) Analysis of variance and covariance (ANOVA) (62J10)

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