The Annals of Statistics

The General MANOVA Problem

Takeaki Kariya

Full-text: Open access

Abstract

This paper treats a generalization of the classical MANOVA testing problem. The problem is reduced via invariance considerations and a new test statistic is proposed. This new test is shown to be a unique locally best invariant test and locally minimax.

Article information

Source
Ann. Statist., Volume 6, Number 1 (1978), 200-214.

Dates
First available in Project Euclid: 12 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aos/1176344079

Digital Object Identifier
doi:10.1214/aos/1176344079

Mathematical Reviews number (MathSciNet)
MR474629

Zentralblatt MATH identifier
0382.62042

JSTOR
links.jstor.org

Subjects
Primary: 62H15: Hypothesis testing
Secondary: 62C07: Complete class results

Keywords
General MANOVA problem maximal invariant essentially complete class LRT UMPI locally best invariant test local minimaxity admissibility

Citation

Kariya, Takeaki. The General MANOVA Problem. Ann. Statist. 6 (1978), no. 1, 200--214. doi:10.1214/aos/1176344079. https://projecteuclid.org/euclid.aos/1176344079


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