Minimax tests for convex cones

Let (P : R ^p ) be a simple shift family of distributions onR ^p , and letK R ^p be a convex cone. Within the class of nonrandomized tests ofK versusR ^p K, whose acceptance regionA satisfiesA=A+K, a test with minimal bias is constructed. This minimax test is compared to a likelihood ratio type test, which is optimal with respect to a different criterion. The minimax test is mimicked in the context of linear regression and one-sided tests for covariance matrices.