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Nonnull and Optimality Robustness of Some Tests

Nonnull and Optimality Robustness of Some Tests

This paper first characterizes the invariant structure of a model for which nonnull robustness holds. Applications of this result yield the nonnull robustness and optimality robustness of some tests for covariance structure including a test for sphericity. Second, we show the optimality robustness of the LBI tests in the GMANOVA(MANOVA) …