In many real datasets, the same variables are measured on objects from different groups, and the covariance structure may vary from group to group. Oftentimes, the underlying population covariance matrices are not identical, yet they still have a common basic structure, e.g. there exists some rotation that diagonalizes simultaneously all covariance matrices in the groups, or all covariances can be made congruent by some translation and/or dilation. The purpose of this paper is to show how a test of homoscedasticity can be made more informative by performing a separate check for equality between shapes and equality between orientations of the concentration ellipsoids. This approach, combined with parsimonious parametrization in mixture data modeling, provides a formal hypothesis testing procedure for model assessment.
Greselin, F., Ingrassia, S., & Punzo, A. (2009). Multivariate tests for patterned covariance matrices. In Book of Short Papers of Cladag 2009 (pp.529-532). Padova : Cleup.
Citazione: | Greselin, F., Ingrassia, S., & Punzo, A. (2009). Multivariate tests for patterned covariance matrices. In Book of Short Papers of Cladag 2009 (pp.529-532). Padova : Cleup. | |
Tipo: | slide + paper | |
Carattere della pubblicazione: | Scientifica | |
Presenza di un coautore afferente ad Istituzioni straniere: | No | |
Titolo: | Multivariate tests for patterned covariance matrices | |
Autori: | Greselin, F; Ingrassia, S; Punzo, A | |
Autori: | ||
Data di pubblicazione: | 2009 | |
Lingua: | English | |
Nome del convegno: | CLADAG 2009 Seventh Scientific Meeting of the CLAssification and Data Analysis Group of the Italian Statistical Society | |
ISBN: | 978-88-6129-406-6 | |
Appare nelle tipologie: | 02 - Intervento a convegno |
File in questo prodotto:
File | Descrizione | Tipologia | Licenza | |
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GIP CLADAG 2009 Multivariate tests for patt cov mat ISBN 978-88-6129-406-6.pdf | N/A | Open Access Visualizza/Apri |