The Annals of Mathematical Statistics

Local and Asymptotic Minimax Properties of Multivariate Tests

N. Giri and J. Kiefer

Full-text: Open access

Abstract

This paper contains details of the results announced in the abstract by the authors (1962). Techniques are developed for proving local minimax and "type $D$" properties and asymptotic (that is, far in distance from the null hypothesis) minimax properties in complex testing problems where exact minimax results seem difficult to obtain. The techniques are illustrated in the settings where Hotelling's $T^2$ test and the test based on the squared sample multiple correlation coefficient $R^2$ are customarily employed.

Article information

Source
Ann. Math. Statist., Volume 35, Number 1 (1964), 21-35.

Dates
First available in Project Euclid: 27 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aoms/1177703730

Digital Object Identifier
doi:10.1214/aoms/1177703730

Mathematical Reviews number (MathSciNet)
MR159388

Zentralblatt MATH identifier
0133.41805

JSTOR
links.jstor.org

Citation

Giri, N.; Kiefer, J. Local and Asymptotic Minimax Properties of Multivariate Tests. Ann. Math. Statist. 35 (1964), no. 1, 21--35. doi:10.1214/aoms/1177703730. https://projecteuclid.org/euclid.aoms/1177703730


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