A TEST OF EQUALITY OF MEAN VECTORS OF SEVERAL HETEROSCEDASTIC MULTIVARIATE POPULATIONS

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概要

• 論文の詳細を見る

• This paper deals with a test of equality of mean vectors of several heteroscedastic multivariate populations. We derive not only the asymptotic expansion up to N^<-1> of the nonnull distribution of James's (1954) statistic, but also those of two corrected statistics due to Cordeiro and Ferrari (1991) and Kakizawa (1996). The derivation we considered here is based on the differential operator method developed in Kakizawa and Iwashita (2005).

• 一般社団法人日本統計学会の論文

著者

• Kakizawa Yoshihide

  Faculty Of Economics Hokkaido University

関連論文

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• HIGHER ORDER ASYMPTOTIC THEORY FOR DISCRIMINANT ANALYSIS IN GAUSSIAN STATIONARY PROCESSES
• A TEST OF EQUALITY OF MEAN VECTORS OF SEVERAL HETEROSCEDASTIC MULTIVARIATE POPULATIONS

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