Ukita, Yoshimasa; Noda, Kazuo; Miyaoka, Etsuo - In: Journal of Multivariate Analysis 40 (1992) 1, pp. 1-12
For a generalized normal linear model in which the covariance matrix [Sigma] is positive definite symmetric, UMP invariant test procedures for some kinds of linear hypotheses are derived by transforming the model by an orthogonal matrix L, consisting of orthonormal eigenvectors of [Sigma] as the...