Title

Tests Concerning 2 Nonisotropic Principal Components

Comments

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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

WOS:A1986E206000011

ISSN

0361-0926

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