Application of multiple comparison type procedures to the eigenvalues of §-11:§2:

DOI10.1080/03610928608829131MaRDI QIDQ3747532zbMATH OpenOpenAlexFDO

Authors Charles Dunn

Publication date 1986

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610928608829131

zbMATH Keywords

characteristic rootscombinatoric classificationcovariance matricesdiscrimination ruleseigenvaluesmaximum likelihood estimatesmultiple comparisons type proceduresmultiple range type proceduresmultivariate normal populationssimulation analysis

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Paired and multiple comparisons; multiple testing (62J15) Probabilistic methods, stochastic differential equations (65C99)

Recommendations

• Estimation of the eigenvalues of \(\Sigma{}_ 1\Sigma{}_ 2^{-1}\)
• The comparison of sample covariance matrices using likelihood ratio tests
• A STATISTIC FOR TESTING THE EQUALITY OF EIGENVALUE OF COVARIANCE MATRIX ON MULTIPOPULATION
• Magnitudinal effects in the normal multivariate model
• Simultaneous procedures for covariance matrices

Cites work

• Combinatoric classification of multivariate normal variates
• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
• Simultaneous tests for equality of latent roots against certain alternatives. I
• Some Distribution Problems Connected with the Characteristic Roots of $S_1S^{-1}_2$
• Some relations between the comparison of covariance matrices and principal component analysis

Cited in

(3)

• Magnitudinal effects in the normal multivariate model
• Simultaneous Detection of Shift in Means and Variances
• A Multivariate Procedure for Comparing Mean Vectors for Populations with Unequal Regression Coefficient and Residual Covariance Matrices

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