Title

Tests for Kronecker envelope models in multilinear principal components analysis

Authors

Authors

J. R. Schott

Comments

Authors: contact us about adding a copy of your work at STARS@ucf.edu

Abbreviated Journal Title

Biometrika

Keywords

Asymptotic null distribution; Likelihood ratio test; Saddlepoint; approximation; MATRIX; Biology; Mathematical & Computational Biology; Statistics & Probability

Abstract

We develop likelihood methods for the Kronecker envelope model in the principal components analysis of matrix observations that have a multivariate normal distribution. Maximum likelihood estimates are derived and the associated likelihood ratio statistic for a test of this Knonecker envelope model is obtained. The asymptotic null distribution of the likelihood ratio statistic is derived as some nuisance parameters approach infinity, and a saddlepoint approximation for this limiting distribution is given. An alternative composite test for the Kronecker envelope model, which can be used when the sample size is too small to use the likelihood ratio test, is also given. Simulation results demonstrate the accuracy of our approximations.

Journal Title

Biometrika

Volume

101

Issue/Number

4

Publication Date

1-1-2014

Document Type

Article

Language

English

First Page

978

Last Page

984

WOS Identifier

WOS:000345827900017

ISSN

0006-3444

Share

COinS