ABSTRACT
In terms of the variable Y the problem of testing H0 against H1: ? = (v 1,…, vr)'?0
remains invariant under the following three groups of transformations.
1. The group of translations T which translates Ya? Ya+da, a=r+1,…, s, and
The maximal invariant under T in the space of Y is (Y1,…, Yr, Ys+1,…, YN).