A STATISTIC FOR TESTING THE EQUALITY OF EIGENVALUE OF COVARIANCE MATRIX ON MULTIPOPULATION

DOI10.5183/JJSCS1988.21.21zbMath1328.62379OpenAlexW2032132341MaRDI QIDQ4916878

Shin-ichi Tsukada, Hidetoshi Murakami, Yuichi Takeda

Publication date: 26 April 2013

Published in: Journal of the Japanese Society of Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5183/jjscs1988.21.21

zbMATH Keywords

eigenvaluespower comparisonprincipal component score

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Hypothesis testing in multivariate analysis (62H15) Asymptotic properties of parametric tests (62F05)

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