World Scientific, 1997. – 176 p. – ISBN: 9810218753, 9789810218751
In statistical analysis with large numbers of variables, the invariance approach is becoming increasingly popular and useful because of its ability and usefulness to derive better statistical procedures. In this book, multivariate statistical inference is presented through invariance.
Group Invariance
Matrices, Groups and Jacobians
Invariance
Equivariant Estimation in Curved Models
Some Best Invariant Tests in Multinormals
Some Minimax Tests in Multinormales
Locally Minimax Tests in Symmetrical Distributions
Type D and E Regions