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 |
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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 |