A STATISTIC FOR TESTING THE EQUALITY OF EIGENVALUE OF COVARIANCE MATRIX ON MULTIPOPULATION
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概要
- 論文の詳細を見る
A test statistic for the equality of the j-th largest eigenvalues of the covariance matrix in a multipopulation is proposed. Asymptotic distribution of the statistic is derived under the normal population when the sample sizes are equal. By simulation studies, we investigate the power of a test using the suggested statistic for normal, contaminated normal and skew normal populations, and compare it with two nonparametric tests.
- 日本計算機統計学会の論文
著者
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MURAKAMI Hidetoshi
Department of Applied Physics, Hokkaido University
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Murakami Hidetoshi
Chuo Univ. Tokyo Jpn
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Murakami Hidetoshi
Department Of Applied Physics Hokkaido University
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Takeda Yuichi
Kanagawa Institute Of Technology
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Murakami Hidetoshi
Department Of Industrial And Systems Engineering Chuo University
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Tsukada Shin-ichi
School of Science and Engineering, Meisei University
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Tsukada Shin-ichi
School Of Science And Engineering Meisei University
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