کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1149675 | 957892 | 2009 | 16 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Robust tests for the common principal components model
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موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات کاربردی
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چکیده انگلیسی
When dealing with several populations, the common principal components (CPC) model assumes equal principal axes but different variances along them. In this paper, a robust log-likelihood ratio statistic allowing to test the null hypothesis of a CPC model versus no restrictions on the scatter matrices is introduced. The proposal plugs into the classical log-likelihood ratio statistic robust scatter estimators. Using the same idea, a robust log-likelihood ratio and a robust Wald-type statistic for testing proportionality against a CPC model are considered. Their asymptotic distributions under the null hypothesis and their partial influence functions are derived. A small simulation study allows to compare the behavior of the classical and robust tests, under normal and contaminated data.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 139, Issue 4, 1 April 2009, Pages 1332-1347
Journal: Journal of Statistical Planning and Inference - Volume 139, Issue 4, 1 April 2009, Pages 1332-1347
نویسندگان
Graciela Boente, Ana M. Pires, Isabel M. Rodrigues,