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Please use this identifier to cite or link to this item:http://hdl.handle.net/10281/33569
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| Authors: | Greselin, F; Punzo, A |
| Title: | Closed Likelihood-Ratio Testing Procedures to Assess Similarity of Covariance Matrices |
| English abstract: | Different degrees of similarity can be devised among the k covariance matrices Σh, referred to k groups, under the assumption of multivariate normality, using their spectral decomposition. In this paper we introduce a closed testing procedure allowing for a choice between eight patterns of covariances. The new methodology allows to disclose a richer information on the data underlying structure than the classical existing methods, and also a more parsimonious parameterization. An application on a real data set exemplify the proposal and shows its performances. |
| Keywords: | Eigenvalue Decomposition, Proportional Covariance Matrices, Com- mon Principal Components, Closed Testing Procedures, Likelihood-Ratio Tests. |
| MIUR Subject : | Settore SECS-S/01 - Statistica |
| ISO Language : | eng |
| ???metadata.dc.date.accepted???: | 15-Apr-2012 |
| Issue Date: | 2012-06-01 |
| Format: | Online |
| Referee: | Esperti anonimi |
| Circulation: | Rilevanza internazionale |
| Type: | Capitolo o saggio |
| URL: | http://meetings.sis-statistica.org/index.php/sm/sm2012/paper/viewFile/2264/72 |
| Is a new version of: | http://hdl.handle.net/10281/29233 |
| Citation: | Greselin, F., & Punzo, A. (2012). Closed Likelihood-Ratio Testing Procedures to Assess Similarity of Covariance Matrices. In Atti della 46TH SCIENTIFIC MEETING OF THE ITALIAN STATISTICAL SOCIETY. Nicola Torelli. |
| Appears in Collections: | Pubblicazioni >03 - Contributo in libro
DIPARTIMENTO DI STATISTICA E METODI QUANTITATIVI >03 - Contributo in libro
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