NEW CRITERIA FOR TESTS OF DIMENSIONALITY UNDER ELLIPTICAL POPULATIONS
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概要
- 論文の詳細を見る
We consider tests of dimensionality in the multivariate analysis of variance (MANOVA). Three types of test criteria (Likelihood-Ratio-type, Lawley-Hotelling-type and Bartlett-Nanda-Pillai-type) are popular. As is well known, their null distributions depend on nuisance parameters. When a sample size is large, these criteria are distributed approximately according to chi-squared distributions. However, when the sample size is small, the effect of the nuisance parameters cannot be ignored. Under normal populations, other criteria that do not depend on nuisance parameters were proposed. These criteria are also upper limits for the null distributions of LR-type and LH-type. Under elliptical populations, modified test criteria with a better chi-squared approximation were proposed in the case of a large sample. In this paper, we generalize Schott's results under elliptical populations and obtain new test criteria that do not depend on nuisance parameters.
- 一般社団法人日本統計学会の論文
著者
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IMAI Hideyuki
Division of Systems and Information Engineering, Graduate school of Engineering, Hokkaido University
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SATO Yoshiharu
Division of Systems and Information Engineering, Graduate school of Engineering, Hokkaido University
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Imai Hideyuki
Division Of Systems And Information Engineering Graduate School Of Engineering Hokkaido University
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Yoshida Kiyotaka
Division of Systems and Information Engineering, Graduate School of Engineering, Hokkaido University
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Yoshida Kiyotaka
Division Of Systems And Information Engineering Graduate School Of Engineering Hokkaido University
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Sato Yoshiharu
Division Of Systems And Information Engineering Graduate School Of Engineering Hokkaido University
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Sato Yoshiharu
Division Of Information And Graphics Science Faculty Of Engineering Hokkaido University
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IMAI Hideyuki
Division of Computer Science, Graduate School of Information Science and Technology, Hokkaido University
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