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Locally minimax tests in symmetrical distributions

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Abstract

In this paper we give an extension of the theory of local minimax property of Giri and Kiefer (1964, Ann. Math. Statist., 35, 21–35) to the family of elliptically symmetric distributions which contains the multivariate normal distribution as a member.

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Authors and Affiliations

  1. Department of Mathematics and Statistics, University of Montreal, P.O. Box 6128 Station A, H3C 3J7, Montreal, P.Q., Canada

    Narayan C. Giri

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  1. Narayan C. Giri
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This work was partially supported by the Canadian N.S.E.R.C. grant

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Giri, N.C. Locally minimax tests in symmetrical distributions. Ann Inst Stat Math 40, 381–394 (1988). https://doi.org/10.1007/BF00052352

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  • DOI: https://doi.org/10.1007/BF00052352

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