Multivariate analysis of variance with fewer observations than the dimension
نویسندگان
چکیده
منابع مشابه
Testing the structure of the covariance matrix with fewer observations than the dimension
We consider two hypothesis testing problems with N independent observations on a single m-vector, when m > N , and the N observations on the random m-vector are independently and identically distributed as multivariate normal with mean vector μ and covariance matrix Σ, both unknown. In the first problem, the m-vector is partitioned into two subvectors of dimensions m1 and m2, respectively, and ...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2006
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2005.08.010