Assessing the pattern of covariance matrices via an augmentation multiple testing procedure

DOI10.1007/S10260-010-0157-5zbMATH Open1232.62090OpenAlexW2109239032MaRDI QIDQ719007FDOQ719007

Authors: Francesca Greselin, Salvatore Ingrassia, Antonio Punzo 

Publication date: 27 September 2011

Published in: Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10281/19052

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zbMATH Keywords

homoscedasticityprincipal components analysisspectral decompositionaugmentationF-G algorithm

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Paired and multiple comparisons; multiple testing (62J15)

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Cited In (13)

• A Laplace-based model with flexible tail behavior
• Stable and visualizable Gaussian parsimonious clustering models
• Unconstrained representation of orthogonal matrices with application to common principal components
• Eigenvalues and constraints in mixture modeling: geometric and computational issues
• Testing equality of standardized generalized variances of \(k\) multivariate normal populations with arbitrary dimensions
• On the spectral decomposition in normal discriminant analysis
• Model-based clustering via new parsimonious mixtures of heavy-tailed distributions
• Performance evaluation of likelihood-ratio tests for assessing similarity of the covariance matrices of two multivariate normal populations
• Model-based time-varying clustering of multivariate longitudinal data with covariates and outliers
• Hypothesis Testing for Mixture Model Selection
• Parsimony and parameter estimation for mixtures of multivariate leptokurtic-normal distributions
• Testing for equality of ordered eigenvectors of two multivariate normal populations
• Closed Likelihood Ratio Testing Procedures to Assess Similarity of Covariance Matrices

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