A STATISTIC FOR TESTING THE EQUALITY OF EIGENVALUE OF COVARIANCE MATRIX ON MULTIPOPULATION
A STATISTIC FOR TESTING THE EQUALITY OF EIGENVALUE OF COVARIANCE MATRIX ON MULTIPOPULATION
复制标题
检验多群体协方差矩阵特征值相等性的统计量
DOI：
10.5183/jjscs1988.21.21
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发表时间：
2008
期刊：
影响因子：
--
通讯作者：
Y. Takeda
中科院分区：
文献类型：
--
作者：
H. Murakami;S. Tsukada;Y. Takeda
提出了多重总体协方差矩阵第j大特征值相等的检验统计量。当样本容量相等时，在正态总体下得到了统计量的渐近分布。通过模拟研究，我们研究了正态总体、污染正态总体和偏正态总体的检验效能，并与两种非参数检验进行了比较。
A test statistic for the equality of the j-th largest eigenvalues of the covariance matrix in a multipopulation is proposed. Asymptotic distribution of the statistic is derived under the normal population when the sample sizes are equal. By simulation studies, we investigate the power of a test using the suggested statistic for normal, contaminated normal and skew normal populations, and compare it with two nonparametric tests.