Matematicheskie Zametki
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Forthcoming papers
Archive
Impact factor
Guidelines for authors
License agreement
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS


Mat. Zametki:
Year:
Volume:
Issue:
Page:
Find




Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register

Matematicheskie Zametki, 1972, Volume 11, Issue 5, Pages 527–536 (Mi mzm9819)  
On the $\varepsilon$-minimax character of the hotelling $T^2$ test for nonnormal distributions

L. A. Khalfin, N. M. Khalfina

V. A. Steklov Mathematics Institute, Leningrad Branch, Academy of Sciences, SSSR
Full-text PDF (1020 kB)
Abstract: The paper investigates the robustness of the minimax property of the Hotelling test for distributions close to normal. It is proven that the $T^2$ test maximizes, among all tests, the level $\alpha$ of minimal power on the set of alternatives to within $O(\varepsilon)$.
Received: 26.06.1970
English version:
Mathematical Notes, 1972, Volume 11, Issue 5, Pages 322–327
DOI: https://doi.org/10.1007/BF01158645
Bibliographic databases:
Document Type: Article
UDC: 512.2
Language: Russian
Citation: L. A. Khalfin, N. M. Khalfina, “On the $\varepsilon$-minimax character of the hotelling $T^2$ test for nonnormal distributions”, Mat. Zametki, 11:5 (1972), 527–536; Math. Notes, 11:5 (1972), 322–327
Citation in format AMSBIB
\Bibitem{KhaKha72}
\by L.~A.~Khalfin, N.~M.~Khalfina
\paper On the $\varepsilon$-minimax character of the hotelling $T^2$ test for nonnormal distributions
\jour Mat. Zametki
\yr 1972
\vol 11
\issue 5
\pages 527--536
\mathnet{http://mi.mathnet.ru/mzm9819}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=305503}
\zmath{https://zbmath.org/?q=an:0263.62035}
\transl
\jour Math. Notes
\yr 1972
\vol 11
\issue 5
\pages 322--327
\crossref{https://doi.org/10.1007/BF01158645}
Linking options:
  • https://www.mathnet.ru/eng/mzm9819
  • https://www.mathnet.ru/eng/mzm/v11/i5/p527
    • Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Математические заметки Mathematical Notes
    Statistics & downloads:
    Abstract page:129
    Full-text PDF :62
    First page:1
     
      Contact us:
    		  Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024