Tsai, Ming-Tien; Sen, Pranab Kumar - In: Journal of Multivariate Analysis 89 (2004) 1, pp. 87-96
For multinormal distributions, testing against a global shift alternative, the Hotelling T2-test is uniformly most powerful invariant, and hence admissible. For testing against restricted alternatives this feature may no longer be true. It is shown that whenever the dispersion matrix is an...