Some robust tests of independence in symmetrical multivariate distributions

DOI10.2307/3314939zbMath0671.62055OpenAlexW2094490445MaRDI QIDQ3823652

N. C. Giri

Publication date: 1988

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3314939

zbMATH Keywords

random matrixmultivariate normalLBIlocally best invariantlocally minimax testUMPIuniformly most powerful invariantsquared multiple correlation coefficientmultivariate symmetrical distributions

Mathematics Subject Classification ID

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

Cites Work

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• Nonnull and optimality robustness of some tests
• A robustness property of Hotelling's \(T^ 2-\)test
• Robustness of multivariate tests
• Robust tests for spherical symmetry
• Locally minimax tests for multiple correlations
• Local and Asymptotic Minimax Properties of Multivariate Tests
• Minimax Character of the $R^2$-Test in the Simplest Case
• On Tests of the Equality of Two Covariance Matrices

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