{"title":"一种检验多种群协方差矩阵特征值相等性的统计量","authors":"H. Murakami, S. Tsukada, Y. Takeda","doi":"10.5183/JJSCS1988.21.21","DOIUrl":null,"url":null,"abstract":"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.","PeriodicalId":338719,"journal":{"name":"Journal of the Japanese Society of Computational Statistics","volume":"66 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2008-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"2","resultStr":"{\"title\":\"A STATISTIC FOR TESTING THE EQUALITY OF EIGENVALUE OF COVARIANCE MATRIX ON MULTIPOPULATION\",\"authors\":\"H. Murakami, S. Tsukada, Y. Takeda\",\"doi\":\"10.5183/JJSCS1988.21.21\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"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.\",\"PeriodicalId\":338719,\"journal\":{\"name\":\"Journal of the Japanese Society of Computational Statistics\",\"volume\":\"66 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2008-12-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"2\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of the Japanese Society of Computational Statistics\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.5183/JJSCS1988.21.21\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of the Japanese Society of Computational Statistics","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.5183/JJSCS1988.21.21","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
A STATISTIC FOR TESTING THE EQUALITY OF EIGENVALUE OF COVARIANCE MATRIX ON MULTIPOPULATION
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.
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