A note on statistical inference for differences of covariances |
| |
| Authors: | Hakbae Lee |
| |
| Affiliation: | Department of Applied Statistics, Yonsei University, Seoul, 120-749, Republic of Korea |
| |
| Abstract: | This article investigates statistical inferences about differences of covariances matrices when the response has more than two values. The subspace constructed by differences of covariance matrices is related to the sufficient dimension subspace and the central space. The asymptotic distribution of test statistic for structural dimension is outlined. |
| |
| Keywords: | |
| 本文献已被 ScienceDirect 等数据库收录！ |
|
