A TWO-STAGE PROCEDURE FOR FIXED-SIZE CONFIDENCE REGION WHEN COVARIANCE MATRICES HAVE SOME STRUCTURES
نویسندگان
چکیده
منابع مشابه
A robust testing procedure for the equality of covariance matrices
In classical statistics the likelihood ratio statistic used in testing hypotheses about covariance matrices does not have a closed form distribution, but asymptotically under strong normality assumptions is a function of the 2-distribution. This distributional approximation totally fails if the normality assumption is not completely met. In this paper we will present multivariate robust testing...
متن کاملMaximum Covariance Difference Test for Equality of Two Covariance Matrices
We propose a test of equality of two covariance matrices based on the maximum standardized difference of scalar covariances of two sample covariance matrices. We derive the tail probability of the asymptotic null distribution of the test statistic by the tube method. However the usual formal tube formula has to be suitably modified, because in this case the index set, around which the tube is f...
متن کاملA Heuristic Method on Extended Two-Stage Network Structures
Data Envelopment Analysis (DEA) as a non–parametric method is used to measure relative performance of organizational units. The aim of this paper is to develop a new model to evaluate the efficiency of a general two-stage network structures proposed by Li et al. (2012) for measuring the performance of Decision Making Units (DMUs). In addition, this paper expands the work of Li et al. (2012) an...
متن کاملInformation Covariance Matrices for Multivariate Burr III and Logistic Distributions
Main result of this paper is to derive the exact analytical expressions of information and covariance matrices for multivariate Burr III and logistic distributions. These distributions arise as tractable parametric models in price and income distributions, reliability, economics, Human population, some biological organisms to model agricultural population data and survival data. We showed that ...
متن کاملA TWO-STAGE METHOD FOR DAMAGE DETECTION OF LARGE-SCALE STRUCTURES
A novel two-stage algorithm for detection of damages in large-scale structures under static loads is presented. The technique utilizes the vector of response change (VRC) and sensitivities of responses with respect to the elemental damage parameters (RSEs). It is shown that VRC approximately lies in the subspace spanned by RSEs corresponding to the damaged elements. The property is leveraged in...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: JOURNAL OF THE JAPAN STATISTICAL SOCIETY
سال: 1998
ISSN: 1882-2754,1348-6365
DOI: 10.14490/jjss1995.28.59