ABSTRACT
The asymptotic minimax property of the T2-test (Chapter 7) is obviously related to the underlying exponential structure which yields it to the Stein (1956) admissibility result. It is interesting to note that the same departure from this structure (in behavior as ?2? 1) which prevents Stein’s method from proving the admissibility of the R2-test, also prevents us from applying the asymptotic (as ?2? 1) minimax theory in the R2-test.
