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Locally minimax tests for multiple correlations

 

作者: N. Giri,  

 

期刊: Canadian Journal of Statistics  （WILEY Available online 1979）
卷期: Volume 7, issue 1  

页码: 53-60

 

ISSN:0319-5724

 

年代: 1979

 

DOI:10.2307/3315015

 

出版商: Wiley‐Blackwell

 

关键词: Likelihood‐ratio test;locally minimax test;Hotelling's T2test;R2‐test;admissible test;Hunt‐Stein theorem;invariant test;minimax test

 

数据来源: WILEY

 

摘要:

AbstractLetXbe a normally distributedp‐dimensional column vector with mean μ and positive definite covariance matrix σ. and letXα, α = 1,…,N, be a random sample of sizeNfrom this distribution. PartitionXas (X1,X(2)',X'(3))', whereX1is one‐dimension, X(2)isp2‐ dimensional, and so 1 +p1+p2=p.Let ρ1and ρ be the multiple correlation coefficients ofX1withX(2)and with (X'(2),X'(3))', respectively. Write ρ2/2 = ρ2‐ ρ2/1. We shall cosider the fol

 

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