Title
Tests Concerning 2 Nonisotropic Principal Components
Abbreviated Journal Title
Commun. Stat.-Theory Methods
Keywords
Statistics & Probability
Abstract
Kshirsagar & Gupta (1965) proposed test criteria for testing the null hypothesis that a p x p covariance matrix, with known smallest latent root of multiplicity p-2. has its two non-isotropic principal components in specified directions. Simula-tion results indicate that the power functions of these test criteria lack some desirable properties. However, another statis-tic discussed by Kshirsagar and Gupta is shown to have a power-function which performs quite well. The situation in which the smallest latent root of multiplicity p-2 is unknown, is also considered.
Journal Title
Communications in Statistics-Theory and Methods
Volume
15
Issue/Number
11
Publication Date
1-1-1986
Document Type
Article
Language
English
First Page
3307
Last Page
3320
WOS Identifier
ISSN
0361-0926
Recommended Citation
Schott, James R., "Tests Concerning 2 Nonisotropic Principal Components" (1986). Faculty Bibliography 1980s. 537.
https://stars.library.ucf.edu/facultybib1980/537
Comments
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