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.
Publié le : 1985-09-14
Classification:
Null and nonnull robustness,
optimality robustness,
GMANOVA problem,
LBI test,
invariance,
sphericity,
62E10,
62H05
@article{1176349663,
author = {Kariya, Takeaki and Sinha, Bimal Kumar},
title = {Nonnull and Optimality Robustness of Some Tests},
journal = {Ann. Statist.},
volume = {13},
number = {1},
year = {1985},
pages = { 1182-1197},
language = {en},
url = {http://dml.mathdoc.fr/item/1176349663}
}
Kariya, Takeaki; Sinha, Bimal Kumar. Nonnull and Optimality Robustness of Some Tests. Ann. Statist., Tome 13 (1985) no. 1, pp. 1182-1197. http://gdmltest.u-ga.fr/item/1176349663/