Anderson, T. W.; Takemura, Akimichi - In: Journal of Multivariate Analysis 12 (1982) 4, pp. 457-468
A new proof of admissibility of tests in MANOVA is given using Stein's theorem [7]. The convexity condition of Stein's theorem is proved directly by means of majorization rather than by the supporting hyperplane approach. This makes the geometrical meaning of the admissibility result clearer.