Factor-based comparison of k populations

被引:2
|
作者
Viguier-Pla, S [1 ]
机构
[1] Univ Toulouse 3, Lab Stat & Probabil, UMR C5583, F-31062 Toulouse 4, France
关键词
canonical analysis; factorial analysis; factor subspace; comparison test; asymptotic expansion; perturbation theory;
D O I
10.1080/02664760310001619350
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
A generalized canonical analysis is considered in order to build a test statistic for the comparison of factor subspaces of k related populations. This test constitutes a generalization of a test of comparison of two factor subspaces (Dauxois, J., Romain, Y. and Viguier, S. (1993). Comparison of two factor subspaces. J Multivariate Anal., 44, 160-178). A first stage of the generalization is made in the case of two populations, with the infinite dimension, and without the hypothesis of sphericity. A numerical example is given to compare the test statistics for k = 2, and another example illustrates the k-sample case.
引用
收藏
页码:1 / 15
页数:15
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