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Locally minimax tests in symmetrical distributions |
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| Authors: | Narayan C. Giri |
| Affiliation: | (1) Department of Mathematics and Statistics, University of Montreal, P.O. Box 6128 Station A, H3C 3J7 Montreal, P.Q., Canada |
| Abstract: | In this paper we give an extension of the theory of local minimax property of Giri and Kiefer (1964, Ann. Math. Statist., 35, 21–35) to the family of elliptically symmetric distributions which contains the multivariate normal distribution as a member.This work was partially supported by the Canadian N.S.E.R.C. grant |
| Keywords: | Hunt-Stein theorem locally best invariant test, locally minimax test uniformly most powerful invariant test maximal invariant nonnull robustness null robustness Wijsman's representation theorem |
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