NONPARAMETRIC TEST FOR EQUALITY OF INTERMEDIATE LATENT ROOTS IN NON-NORMAL DISTRIBUTION
スポンサーリンク
概要
- 論文の詳細を見る
Two-sample problem is considered to test the equality of the intermediate latent roots of two covariance matrices assuming non-normal distributions. The nonparametric method known as the Moses rank-like test is proposed for principal component scores (PC-scores), and its efficiency is compared with the Ansari-Bradley test and F-test by Monte Carlo experiments. This testing procedure turns out to be very useful when the population latent roots are sufficiently distinct and the sample sizes increase.
- 日本計算機統計学会の論文
著者
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Sato Y
Hokkaido Univ. Sapporo Jpn
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Ushizawa Kenji
Sanno College
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Sato Yoshiharu
Hokkaido University
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Sugiyama Takakazu
Chuo University
関連論文
- NONPARAMETRIC TEST FOR EQUALITY OF INTERMEDIATE LATENT ROOTS IN NON-NORMAL DISTRIBUTION
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