# Admissibility of Invariant Tests for Means with Covariates

@article{Tsai2019AdmissibilityOI, title={Admissibility of Invariant Tests for Means with Covariates}, author={Ming Tien Tsai}, journal={Mathematical Methods of Statistics}, year={2019} }

For a multinormal distribution with a $p$-dimensional mean vector ${\mbtheta}$ and an arbitrary unknown dispersion matrix ${\mbSigma}$, Rao ([9], [10]) proposed two tests for the problem of testing $ H_{0}:{\mbtheta}_{1} = {\bf 0}, {\mbtheta}_{2} = {\bf 0}, {\mbSigma}~ \hbox{unspecified},~\hbox{versus}~H_{1}:{\mbtheta}_{1} \ne {\bf 0}, {\mbtheta}_{2} ={\bf 0}, {\mbSigma}~\hbox{unspecified}$, where ${\mbtheta}^{'}=({\mbtheta}^{'}_{1},{\mbtheta}^{'}_{2})$. These tests are referred to as Rao's $W…

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