A new proof of admissibility of tests in the multivariate analysis of variance

A new proof of admissibility of tests in MANOVA is given using Stein's theorem [7]. The convexity condition of Stein's theorem is proved directly by means of majorization rather than by the supporting hyperplane approach. This makes the geometrical meaning of the admissibility result clearer.

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Year of publication:	1982
Authors:	Anderson, T. W. ; Takemura, Akimichi
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 12.1982, 4, p. 457-468
Publisher:	Elsevier
Keywords:	MANOVA admissibility majorization Schur-convexity extreme points exponential family

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005199728