首页 | 本学科首页   官方微博 | 高级检索  
     检索      


Invariant tests for the equality of k scale parameters under spherical symmetry
Authors:MA Chmielewski
Institution:Texas A & M University, College Station, TX 77834, USA
Abstract:We consider tests for scale parameters when the underlying distribution belongs to the class of spherically symmetric laws. A (nx1) random vector x has a spherically symmetric distribution if the distribution of x is identical to the distribution of Px for all (n×n) orthogonal matrices P. Using the principle of invariance we show that the usual normal-theory tests are not only invariant tests but are also exactly robust with respect to this class of spherically symmetric laws.
Keywords:Primary 62F05  Secondary 62A05  Invariant Tests  Scale Parameters  Spherical Symmetry  Dependent Samples
本文献已被 ScienceDirect 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号