Title

Comparison Of Some Goodness Of Fit Tests For A Single Non-Isotropic Hypothetical Principal Component

Comments

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Abbreviated Journal Title

Commun. Stat.-Theory Methods

Keywords

Statistics & Probability

Abstract

Kshirsagar (1961) proposed a t e s t criterion for the null hypothesis that a covariance matrix with known smaller latent root of mu1tip1icity p−1 has its single non-isotropic principal component in a specified direction. It is shown that the power function of this criterion lacks some desirable properties. Another test criterion is proposed. The case in which the covariance matrix has an unknown smaller latent root of multi-plicity p−1 is also investigated.

Journal Title

Communications in Statistics-Theory and Methods

Volume

14

Issue/Number

5

Publication Date

1-1-1985

Document Type

Article

Language

English

First Page

1201

Last Page

1215

WOS Identifier

WOS:A1985AMU3100013

ISSN

0361-0926

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