Hotelling's \(T^2\) tests in paired and independent survey samples: an efficiency comparison

DOI10.1016/J.JMVA.2016.11.004zbMath1352.62085OpenAlexW2552050053MaRDI QIDQ730436

Ludwig Baringhaus, Daniel Gaigall

Publication date: 28 December 2016

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2016.11.004

zbMATH Keywords

relative efficiencysample covariance matrixcanonical correlation type coefficientsempirical eigenvaluesHotelling's \(T^2\) testvolumes of confidence sets

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Sampling theory, sample surveys (62D05)

Related Items (1)

On an asymptotic relative efficiency concept based on expected volumes of confidence regions

Cites Work

• Asymptotic optimality of multivariate linear hypothesis tests
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• Analysis 2
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