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- Hallin Marc
- E.C.A.R.E.S., Institut de Recherche en Statistique, and Département de Mathématique, Université Libre de Bruxelles
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- Paindaveine Davy
- E.C.A.R.E.S., Institut de Recherche en Statistique, and Département de Mathématique, Université Libre de Bruxelles
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説明
A general method for constructing pseudo-Gaussian tests—reducing to traditional Gaussian tests under Gaussian densities but remaining valid under non-Gaussian ones—is proposed. This method provides a solution to several open problems in classical multivariate analysis. One of them is the test of the homogeneity of covariance matrices, an assumption that plays a crucial role in multivariate analysis of variance, under elliptical, and possibly heterokurtic densities with finite fourth-order moments.
収録刊行物
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- JOURNAL OF THE JAPAN STATISTICAL SOCIETY
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JOURNAL OF THE JAPAN STATISTICAL SOCIETY 38 (1), 27-39, 2008
日本統計学会
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詳細情報 詳細情報について
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- CRID
- 1390282680263131776
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- NII論文ID
- 110006835609
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- NII書誌ID
- AA1105098X
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- ISSN
- 13486365
- 18822754
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- MRID
- 2458315
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- NDL書誌ID
- 9598449
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- 本文言語コード
- en
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- データソース種別
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- JaLC
- NDL
- Crossref
- CiNii Articles
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- 抄録ライセンスフラグ
- 使用不可