NONPARAMETRIC TEST FOR EQUALITY OF INTERMEDIATE LATENT ROOTS IN NON-NORMAL DISTRIBUTION

• USHIZAWA Kenji

  Sanno College

• SATO Yoshiharu

  Hokkaido University

• SUGIYAMA Takakazu

  Chuo University

Abstract

Two-sample problem is considered to test the equality of the intermediate latent roots of two covariance matrices assuming non-normal distributions. The nonparametric method known as the Moses rank-like test is proposed for principal component scores (PC-scores), and its efficiency is compared with the Ansari-Bradley test and F-test by Monte Carlo experiments. This testing procedure turns out to be very useful when the population latent roots are sufficiently distinct and the sample sizes increase.

Journal

• J. Jpn. Soc. Comp. Statist.

  J. Jpn. Soc. Comp. Statist. 11 (1), 9-23, 1998-12-01

  Japanese Society of Computational Statistics

Keywords

• Nonparametric test
• Moses rank-like test
• Elliptical distribution
• Log-normal distribution
• Latent root
• Covariance matrix

Details

• CRID: 1572261551814600576
• NII Article ID: 110001235562
• NII Book ID: AA10823693
• ISSN: 09152350
• Text Lang: en
• Data Source:
  • CiNii Articles