Robustness of Multivariate Tests
Kariya, Takeaki
Ann. Statist., Tome 9 (1981) no. 1, p. 1267-1275 / Harvested from Project Euclid
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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.
Publié le : 1981-11-14
Classification:  Left $\mathscr{O} (n)$-invariant distribution,  elliptic symmetry,  spherical symmetry,  Stiefel manifold,  MANOVA and GMANOVA problem,  tests of independence,  robustness,  62H15,  62C07 
@article{1176345643,
     author = {Kariya, Takeaki},
     title = {Robustness of Multivariate Tests},
     journal = {Ann. Statist.},
     volume = {9},
     number = {1},
     year = {1981},
     pages = { 1267-1275},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176345643}
}

Kariya, Takeaki. Robustness of Multivariate Tests. Ann. Statist., Tome 9 (1981) no. 1, pp.  1267-1275. http://gdmltest.u-ga.fr/item/1176345643/