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On the admissibility of stable spherical multivariate tests

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  • Glimm, Ekkehard
  • Läuter, Jürgen

Abstract

This paper deals with correlation tests from the class of spherical tests introduced by Läuter (Biometrics 52 (1996) 964). These methods provide an alternative to classical MANOVA approaches and are particularly useful in small samples. Following a brief introduction of the spherical tests, it is shown that the so-called principal component correlation test is admissible in this class. A Bayesian approach is used to prove this result.

Suggested Citation

  • Glimm, Ekkehard & Läuter, Jürgen, 2003. "On the admissibility of stable spherical multivariate tests," Journal of Multivariate Analysis, Elsevier, vol. 86(2), pages 254-265, August.
    • Handle: RePEc:eee:jmvana:v:86:y:2003:i:2:p:254-265
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    References listed on IDEAS

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    1. Silvapulle, M. J., 1995. "A Hotelling's T2-Type Statistic for Testing against One-Sided Hypotheses," Journal of Multivariate Analysis, Elsevier, vol. 55(2), pages 312-319, November.
    2. Neuhaus, Georg, 1976. "Asymptotic power properties of the Cramér-von Mises test under contiguous alternatives," Journal of Multivariate Analysis, Elsevier, vol. 6(1), pages 95-110, March.
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    Cited by:

    1. Liang, Jiajuan & Tang, Man-Lai, 2009. "Generalized F-tests for the multivariate normal mean," Computational Statistics & Data Analysis, Elsevier, vol. 53(4), pages 1177-1190, February.

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