Upper Limits for Criteria for Tests of Dimensionality Under Elliptical Populations

DOI10.1081/STA-200037919MaRDI QIDQ5290385zbMATH OpenFDO

Authors Kiyotaka Yoshida, Hideyuki Imai, Yoshiharu Sato

Publication date 28 April 2006

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

Full work available at URL https://doi.org/10.1081/STA-200037919

zbMATH Keywords

Elliptical distributionMultivariate variance of analysisNuisance parameters

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Analysis of variance and covariance (ANOVA) (62J10)

Recommendations

• NEW CRITERIA FOR TESTS OF DIMENSIONALITY UNDER ELLIPTICAL POPULATIONS
• Optimal bounds for the distributions of some test criteria for tests of dimensionality
• Asymptotic distributions of likelihood ratio criteria for testing latent roots and latent vectors of a covariance matrix under an elliptical population
• Maximum-likelihood estimates and likelihood-ratio criteria for multivariate elliptically contoured distributions
• scientific article; zbMATH DE number 139854

Cites work

• Asymptotic distributions in canonical correlation analysis and other multivariate procedures for nonnormal populations
• Optimal bounds for the distributions of some test criteria for tests of dimensionality
• Tests of dimensionality in multivariate analysis of variance
• The effects of nonnormality on tests for dimensionality in canonical correlation and MANOVA models

Cited in

(3)

• Asymptotics for tests on mean profiles, additional information and dimensionality under non-normality
• Optimal bounds for the distributions of some test criteria for tests of dimensionality
• NEW CRITERIA FOR TESTS OF DIMENSIONALITY UNDER ELLIPTICAL POPULATIONS

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