Minimax character of the two-sample χ2-test
From MaRDI portal
Publication:3946982
DOI10.1111/J.1467-9574.1982.TB00784.XzbMath0486.62051OpenAlexW2013864367MaRDI QIDQ3946982
Publication date: 1982
Published in: Statistica Neerlandica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9574.1982.tb00784.x
normal distributionsknown covariance matrixHunt-Stein theoremequality of mean vectorstwo-sample chi-square test
Hypothesis testing in multivariate analysis (62H15) Minimax procedures in statistical decision theory (62C20) Foundations and philosophical topics in statistics (62A01)
Related Items (2)
A physics-based algorithm to perform predictions in football leagues ⋮ Classification accuracy as a proxy for two-sample testing
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Locally and asymptotically minimax tests of some multivariate decision problems
- Amenability: A survey for statistical applications of hunt-stein and related conditions on groups
- ASYMPTOTIC NORMALITY OF LINEAR RANK STATISTICS UNDER ALTERNATIVES
- Tests of Statistical Hypotheses Concerning Several Parameters When the Number of Observations is Large
This page was built for publication: Minimax character of the two-sample χ2-test