A General Method for Constructing Pseudo-Gaussian Tests
نویسندگان
چکیده
منابع مشابه
A general Method for Constructing Pseudo-Gaussian Tests
A general method for constructing pseudo-Gaussian tests—reducing to traditional Gaussian tests under Gaussian densities but remaining valid under non-Gaussian ones—is proposed. This method provides a solution to several open problems in classical multivariate analysis. One of them is the test of homogeneity of covariance matrices, an assumption that plays a crucial role in multivariate analysis...
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ژورنال
عنوان ژورنال: JOURNAL OF THE JAPAN STATISTICAL SOCIETY
سال: 2008
ISSN: 1348-6365,1882-2754
DOI: 10.14490/jjss.38.27