Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1144755 | Journal of the Korean Statistical Society | 2012 | 5 Pages |
Abstract
This article investigates statistical inferences about differences of covariances matrices when the response has more than two values. The subspace constructed by differences of covariance matrices is related to the sufficient dimension subspace and the central space. The asymptotic distribution of test statistic for structural dimension is outlined.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Hakbae Lee,