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On the admissibility of stable spherical multivariate tests

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.
Year of publication:
2003
Authors: Glimm, Ekkehard ; Läuter, Jürgen
Published in:
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 86.2003, 2, p. 254-265
Publisher: Elsevier
Keywords: Spherical tests Multiple correlation Admissibility Principal components
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Type of publication: Article
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Persistent link: https://www.econbiz.de/10005153191
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