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Robustness of Multivariate Tests

The Annals of StatisticsPublished 1 November 1981Open access
Takeaki Kariya
Citations62
SJR quartileQ1
SJR score4.77
SNIP3.13
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Abstract

This paper gives necessary and sufficient conditions for the null distribution of a test statistic to remain the same in the class of left $\\mathscr{O}(n)$-invariant distributions and in the class of elliptically symmetric distributions. Secondly, it is shown that in certain special cases, the usual MANOVA tests are still uniformly most powerful invariant in a class of left $\\mathscr{O}(n)$-invariant distributions including elliptically symmetric distributions.

Keywords

MathematicsDecision Sciences