Tests of some hypotheses on characteristic roots of covariance matrices not requiring normality assumptions

Rublík, František. "Tests of some hypotheses on characteristic roots of covariance matrices not requiring normality assumptions." Kybernetika 37.1 (2001): [61]-78. <http://eudml.org/doc/33517>.

@article{Rublík2001,
abstract = {Test statistics for testing some hypotheses on characteristic roots of covariance matrices are presented, their asymptotic distribution is derived and a confidence interval for the proportional sum of the characteristic roots is constructed. The resulting procedures are robust against violation of the normality assumptions in the sense that they asymptotically possess chosen significance level provided that the population characteristic roots are distinct and the covariance matrices of certain quadratic functions of the random vectors are regular. The null hypotheses considered include hypotheses on proportional sums of characteristic roots, hypotheses on equality of characteristic roots of covariance matrices of the underlying populations or on equality of their sums.},
author = {Rublík, František},
journal = {Kybernetika},
keywords = {violation of normality assumptions},
language = {eng},
number = {1},
pages = {[61]-78},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Tests of some hypotheses on characteristic roots of covariance matrices not requiring normality assumptions},
url = {http://eudml.org/doc/33517},
volume = {37},
year = {2001},
}

TY - JOUR
AU - Rublík, František
TI - Tests of some hypotheses on characteristic roots of covariance matrices not requiring normality assumptions
JO - Kybernetika
PY - 2001
PB - Institute of Information Theory and Automation AS CR
VL - 37
IS - 1
SP - [61]
EP - 78
AB - Test statistics for testing some hypotheses on characteristic roots of covariance matrices are presented, their asymptotic distribution is derived and a confidence interval for the proportional sum of the characteristic roots is constructed. The resulting procedures are robust against violation of the normality assumptions in the sense that they asymptotically possess chosen significance level provided that the population characteristic roots are distinct and the covariance matrices of certain quadratic functions of the random vectors are regular. The null hypotheses considered include hypotheses on proportional sums of characteristic roots, hypotheses on equality of characteristic roots of covariance matrices of the underlying populations or on equality of their sums.
LA - eng
KW - violation of normality assumptions
UR - http://eudml.org/doc/33517
ER -