The General MANOVA Problem

The Annals of Statistics · 1978 · Volume 6 · Issue 1

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.

Keywords

62C07, 62H15, Admissibility, Essentially complete class, general MANOVA problem, local minimaxity, Locally best invariant test, LRT, maximal invariant, UMPI

Enable JavaScript for citation tools and additional paper interactions.