Dümbgen, Lutz
In: Annals of the Institute of Statistical Mathematics, 47 (1995), Nr. 1. pp. 155-165. ISSN 0020-3157
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Abstract
Let (Pt : t in Rp) be a simple shift family of distributionson Rp, and let K be a convex cone in Rp. Within the class ofnonrandomized tests of K versus Rp \ K , whose acceptance region A satisfiesA = A + K, tests with minimal bias are constructed. They are compared tolikelihood ratio type tests, which are optimal with respect to a differentcriterion. The minimax tests are mimicked in the context of linearregression and one-sided tests for covariance matrices.
| Document type: | Article |
|---|---|
| Journal or Publication Title: | Annals of the Institute of Statistical Mathematics |
| Volume: | 47 |
| Number: | 1 |
| Publisher: | Springer |
| Place of Publication: | Tokyo |
| Date Deposited: | 20 Jun 2016 07:21 |
| Date: | 1995 |
| ISSN: | 0020-3157 |
| Page Range: | pp. 155-165 |
| Faculties / Institutes: | The Faculty of Mathematics and Computer Science > Institut für Mathematik |
| DDC-classification: | 310 General statistics 510 Mathematics |
| Uncontrolled Keywords: | Bias; convex cone; covariance matrix; duality; linear regression; minimax test; union-intersection principle |
| Series: | Beiträge zur Statistik > Beiträge |
