Robust tests for the common principal components model
نویسندگان
چکیده
منابع مشابه
Robust tests for the common principal components model
In multivariate analysis we often deal with situations involving several populations, such as discriminant analysis, where the assumption of equality of scatter matrices is usually assumed. Yet sometimes, this assumption is not adequate but problems related to an excessive number of parameters will arise if we estimate the scatter matrices separately for each population. In many practical situa...
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ژورنال
عنوان ژورنال: Journal of Statistical Planning and Inference
سال: 2009
ISSN: 0378-3758
DOI: 10.1016/j.jspi.2008.05.052