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July, 1981 A New Class of Multivariate Tests Based on the Union-Intersection Principle
Ingram Olkin, Jack L. Tomsky
Ann. Statist. 9(4): 792-802 (July, 1981). DOI: 10.1214/aos/1176345519

Abstract

Using Roy's union-intersection principle, a unified treatment is developed for the construction of multivariate tests. These include Wilks' determinantal criteria, Hotelling-Lawley trace criterion, and Roy's largest characteristic root criterion. The key lies in the extension of an index set from vectors to matrices plus the use of elementary symmetric functions of characteristic roots to test component hypotheses.

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Ingram Olkin. Jack L. Tomsky. "A New Class of Multivariate Tests Based on the Union-Intersection Principle." Ann. Statist. 9 (4) 792 - 802, July, 1981. https://doi.org/10.1214/aos/1176345519

Information

Published: July, 1981
First available in Project Euclid: 12 April 2007

zbMATH: 0471.62048
MathSciNet: MR619282
Digital Object Identifier: 10.1214/aos/1176345519

Subjects:
Primary: 62H12
Secondary: 60E15

Rights: Copyright © 1981 Institute of Mathematical Statistics

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Vol.9 • No. 4 • July, 1981
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