Resampling methods for homogeneity tests of covariance matrices
文献类型：期刊论文
| 作者 | Zhu, LX; Ng, KW; Jing, P |
| 刊名 | STATISTICA SINICA
 |
| 出版日期 | 2002-07-01 |
| 卷号 | 12期号:3页码:769-783 |
| 关键词 | Bartlett homogeneity test bootstrap non-parametric tests permutation test random symmetrization |
| ISSN号 | 1017-0405 |
| 英文摘要 | Testing hypotheses on covariance matrices has long been of interest in statistics. The test of homogeneity is very often a preliminary step in discriminant analysis, cluster analysis, MANOVA, etc. In this article we propose nonparametric tests which are based on the eigenvalues of the differences among the sample covariance matrices after a common rescaling. Three resampling techniques for calculating p-values axe shown to be asymptotically valid: bootstrap, random symmetrization and permutation. Monte Carlo simulations show that the bootstrap performs less satisfactorily than the others in adhering to the nominal level of significance. Some theoretic ground for this phenomenon is given. The simulation results also suggest that the homogeneity tests proposed in this article performs better than the bootstrap version of Bartlett's test. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000177673500006 |
| 出版者 | STATISTICA SINICA |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/17091]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | Zhu, LX |
| 作者单位 | 1.Univ Hong Kong, Dept Stat & Actuarial Sci, Hong Kong, Hong Kong, Peoples R China 2.Chinese Acad Sci, Inst Appl Math, Beijing, Peoples R China 3.Univ Min & Technol, Dept Sci & Art, Beijing, Peoples R China |
| 推荐引用方式 GB/T 7714 | Zhu, LX,Ng, KW,Jing, P. Resampling methods for homogeneity tests of covariance matrices[J]. STATISTICA SINICA,2002,12(3):769-783. |
| APA | Zhu, LX,Ng, KW,&Jing, P.(2002).Resampling methods for homogeneity tests of covariance matrices.STATISTICA SINICA,12(3),769-783. |
| MLA | Zhu, LX,et al."Resampling methods for homogeneity tests of covariance matrices".STATISTICA SINICA 12.3(2002):769-783. |
入库方式： OAI收割
来源：数学与系统科学研究院
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