Admissible Bayes Character of $T^2-, R^2-$, and Other Fully Invariant Tests for Classical Multivariate Normal Problems
Admissible Bayes Character of $T^2-, R^2-$, and Other Fully Invariant Tests for Classical Multivariate Normal Problems
In a variety of standard multivariate normal testing problems, it is shown that certain procedures, often fully invariant, similar, and/or likelihood ratio, are admissible Bayes procedures. The problems include the multivariate general linear hypothesis (where some of the procedures considered were previously shown to be admissible by other methods), the …