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


Permutational tests for correlation matrices
Authors:W J Krzanowski
Institution:(1) Department of Mathematical Statistics and Operational Research, University of Exeter, North Park Road, EX4 4QE Exeter, UK
Abstract:Permutational tests are proposed for the hypotheses that two population correlation matrices have common eigenvectors, and that two population correlation matrices are equal. The only assumption made in these tests is that the distributional form is the same in the two populations; they should be useful as a prelude either to tests of mean differences in grouped standardised data or to principal component investigation of such data.The performance of the permutational tests is subjected to Monte Carlo investigation, and a comparison is made with the performance of the likelihood-ratio test for equality of covariance matrices applied to standardised data. Bootstrapping is considered as an alternative to permutation, but no particular advantages are found for it. The various tests are applied to several data sets.
Keywords:bootstrapping  eigenvalues  eigenvectors  Monte Carlo methods  random permutations  significance levels
本文献已被 SpringerLink 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