NONPARAMETRIC TEST FOR EIGENVALUES OF COVARIANCE MATRIX IN MULTIPOPULATION
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概要
- 論文の詳細を見る
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 useful for symmetric populations.
- 一般社団法人日本統計学会の論文
著者
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MURAKAMI Hidetoshi
Department of Applied Physics, Hokkaido University
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Murakami Hidetoshi
Department Of Applied Physics Hokkaido University
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Murakami Hidetoshi
Department Of Mathematics Graduate School Of Science And Engineering Chuo University
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Tsukada Shin-ichi
School of Science and Engineering, Meisei University
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Hino Emiko
Department of Mathematics, Graduate School of Science and Engineering, Chuo University
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Hino Emiko
Department Of Mathematics Graduate School Of Science And Engineering Chuo University
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Tsukada Shin‐ichi
Meisei Univ. Tokyo Jpn
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Tsukada Shin-ichi
School Of Science And Engineering Meisei University
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