The greatest invariance-group of multivariate models

Ludger Banken

Journal of Multivariate Analysis, 1986, vol. 19, issue 1, 156-161

Abstract: A useful theorem to determine the group of all affine transformations leaving a multivariate normal test problem invariant is presented. For the MANOVA and GMANOVA test problems the well-known invariance groups are shown to be the greatest invariance-groups.

Keywords: invariance-group; multivariate; normal; models; affine; transformations (search for similar items in EconPapers)
Date: 1986
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