A locally most powerful invariant test for the equality of means associated with covariate discriminant analysis

Takeaki Kariya and Mitsuyo Kanazawa

Journal of Multivariate Analysis, 1978, vol. 8, issue 1, 134-140

Abstract: In this paper, the authors propose a locally most powerful invariant test for the equality of means in the presence of covariate variables. Also the null and nonnull distributions associated with the above test are developed. This problem arises in covariate discriminant analysis and has been treated by various authors, notably Cochran and Bliss 1948, Ann. Math. Statist.19, 151-176 and Rao 1949, Sankhya 9 343-366; 1966. The test derived here locally dominates in power the tests proposed so far. It is also shown that the Cochran-Bliss test is uniformly most powerful in the class of conditional invariant tests.

Keywords: Discriminant; analysis; with; covariates; testing; the; equality; of; mean; vectors; a; locally; most; powerful; invariant; test (search for similar items in EconPapers)
Date: 1978
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0047-259X(78)90025-8
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:8:y:1978:i:1:p:134-140

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Journal of Multivariate Analysis is currently edited by de Leeuw, J.

More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().