Abstract
This paper first characterizes the invariant structure of a model for which nonnull robustness holds. Applications of this result yield the nonnull robustness and optimality robustness of some tests for covariance structure including a test for sphericity. Second, we show the optimality robustness of the LBI tests in the GMANOVA(MANOVA) problem, and the problem of testing independence. In the GMANOVA problem, a robustness property of an essentially complete class of invariant tests is also shown.
Citation
Takeaki Kariya. Bimal Kumar Sinha. "Nonnull and Optimality Robustness of Some Tests." Ann. Statist. 13 (3) 1182 - 1197, September, 1985. https://doi.org/10.1214/aos/1176349663
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