Minimax Character of Hotelling's $T^2$ Test in the Simplest Case

DOI10.1214/aoms/1177703884zbMath0202.49506OpenAlexW1971686572MaRDI QIDQ5601203

J. Kiefer, N. C. Giri, Charles M. Stein

Publication date: 1963

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

Full work available at URL: https://doi.org/10.1214/aoms/1177703884

Related Items (10)

Classification accuracy as a proxy for two-sample testing ⋮ Power Function Studies ⋮ On testing problems concerning mean of multivariate complex Gaussian distribution ⋮ Locally minimax tests for multiple correlations ⋮ \(\varepsilon\)-minimax character of Hotelling's \(T^2\) test for almost- normal distributions ⋮ Alternative derivations of some multivariate distributions ⋮ Minimax character of the complex analog of the \(T^2\)-test ⋮ Locally and asymptotically minimax tests of some multivariate decision problems ⋮ On the \(\varepsilon\)-minimax character of the Hotelling T\(^2\) test for nonnormal distributions ⋮ A characterization of matrix groups that act transitively on the cone of positive definite matrices

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