Invariant tests for the equality of k scale parameters under spherical symmetry |
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Authors: | MA Chmielewski |
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Institution: | Texas A & M University, College Station, TX 77834, USA |
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Abstract: | We consider tests for scale parameters when the underlying distribution belongs to the class of spherically symmetric laws. A (nx1) random vector x has a spherically symmetric distribution if the distribution of x is identical to the distribution of Px for all (n×n) orthogonal matrices P. Using the principle of invariance we show that the usual normal-theory tests are not only invariant tests but are also exactly robust with respect to this class of spherically symmetric laws. |
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Keywords: | Primary 62F05 Secondary 62A05 Invariant Tests Scale Parameters Spherical Symmetry Dependent Samples |
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