The union-intersection principle applied to the test of dimensionality |
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Authors: | Kentaro Nomakuchi Toshio Sakata |
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Affiliation: | 1. Kyushu University ,;2. Kumamoto University , |
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Abstract: | In the first section Anderson-Rao-Fujikoshi's test statistics for testing the hypothesis of dimensionality are reviewed and then Olkin-Tomsky's generalized union-intersection principle is applied to show that a new class of test statistics for testing the hypothesis of dimensionality are derived which includes the likelihood ratio test statistics, the trace test statistics and a version of ROY'S maximum root test statistics. |
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Keywords: | generalized union-intersection principle extensions of the likelihood ratio tests of dimensionality |
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