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A review of optimality of multivariate tests

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  • SenGupta, Ashis

Abstract

We consider unrestricted (unordered) parametric hypotheses for multivariate or multiparameter distributions and review some optimality aspects, both exact and asymptotic, for testing of hypotheses possibly in the presence of nuisance parameters. The aim is not to provide an exhaustive review but to represent the widely used classical approaches, expose some promising recent ones and present some interesting practical problems requiring the development of new methods.

Suggested Citation

  • SenGupta, Ashis, 1991. "A review of optimality of multivariate tests," Statistics & Probability Letters, Elsevier, vol. 12(6), pages 527-535, December.
    • Handle: RePEc:eee:stapro:v:12:y:1991:i:6:p:527-535
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    Cited by:

    1. Ashis Sengupta & Chandranath Pal, 2001. "On optimal tests for isotropy against the symmetric wrapped stable-circular uniform mixture family," Journal of Applied Statistics, Taylor & Francis Journals, vol. 28(1), pages 129-143.
    2. Ashis Sengupta & Chandranath Pal, 1993. "Optimal tests for no contamination in symmetric multivariate normal mixtures," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 45(1), pages 137-146, March.

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