Nonparametric Test for Eigenvalues of Covariance Matrix in Multipopulation
نویسندگان
چکیده
منابع مشابه
Nonparametric Test for Eigenvalues of Covariance Matrix in Multipopulation
We propose a nonparametric procedure to test the hypothesis that the j-th largest eigenvalues of a covariance matrix are equal in multipopulation. We apply the Mood test by using the principal component scores and deal the equality of eigenvalues with the equality of variance. We investigate the significance level and the power of test by simulation and show that this nonparametric test is usef...
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ژورنال
عنوان ژورنال: JOURNAL OF THE JAPAN STATISTICAL SOCIETY
سال: 2007
ISSN: 1348-6365,1882-2754
DOI: 10.14490/jjss.37.299