Some tests for the covariance matrix with fewer observations than the dimension under non-normality

This article analyzes whether some existing tests for the p×p covariance matrix Σ of the N independent identically distributed observation vectors work under non-normality. We focus on three hypotheses testing problems: (1) testing for sphericity, that is, the covariance matrix Σ is proportional to an identity matrix I_p; (2) the covariance matrix Σ is an identity matrix I_p; and (3) the covariance matrix is a diagonal matrix. It is shown that the tests proposed by Srivastava (2005) for the above three problems are robust under the non-normality assumption made in this article irrespective of whether N≤p or N≥p, but (N,p)→∞, and N/p may go to zero or infinity. Results are asymptotic and it may be noted that they may not hold for finite (N,p).     

Simultaneous solutions of Sylvester equations and idempotent matrices separating the joint spectrum

We investigate simultaneous solutions of the matrix Sylvester equations A_iX-XB_i=C_i,i=1,2,…,k, where {A₁,…,A_k} and {B₁,…,B_k} are k-tuples of commuting matrices of order m×m and p×p, respectively. We show that the matrix Sylvester equations have a unique solution X for every compatible k-tuple of m×p matrices {C₁,…,C_k} if and only if the joint spectra σ(A₁,…,A_k) and σ(B₁,…,B_k) are disjoint. We discuss the connection between the simultaneous solutions of Sylvester equations and related questions about idempotent matrices separating disjoint subsets of the joint spectrum, spectral mapping for the differences of commuting k-tuples, and a characterization of the joint spectrum via simultaneous solutions of systems of linear equations.     

Unbiased invariant minimum norm estimation in generalized growth curve model

This paper considers the generalized growth curve model subject to R(X_m)⊆R(X_m-1)⊆?⊆R(X₁), where B_i are the matrices of unknown regression coefficients, X_i,Z_i and U are known covariate matrices, i=1,2,…,m, and E splits into a number of independently and identically distributed subvectors with mean zero and unknown covariance matrix Σ. An unbiased invariant minimum norm quadratic estimator (MINQE(U,I)) of tr(CΣ) is derived and the conditions for its optimality under the minimum variance criterion are investigated. The necessary and sufficient conditions for MINQE(U,I) of tr(CΣ) to be a uniformly minimum variance invariant quadratic unbiased estimator (UMVIQUE) are obtained. An unbiased invariant minimum norm quadratic plus linear estimator (MINQLE(U,I)) of is also given. To compare with the existing maximum likelihood estimator (MLE) of tr(CΣ), we conduct some simulation studies which show that our proposed estimator performs very well.     

The asymptotic distribution of a goodness of fit statistic for factorial invariance

Suppose that random factor models with k factors are assumed to hold for m, p-variate populations. A model for factorial invariance has been proposed wherein the covariance or correlation matrices can be written as Σ_i = LC_iL′ + σ_i²I, where C_i is the covariance matrix of factor variables and L is a common factor loading matrix, i = 1,…, m. Also a goodness of fit statistic has been proposed for this model. The asymptotic distribution of this statistic is shown to be that of a quadratic form in normal variables. An approximation to this distribution is given and thus a test for goodness of fit is derived. The problem of dimension is considered and a numerical example is given to illustrate the results.     

Restricted one way analysis of variance using the empirical likelihood ratio test

Empirical likelihood (EL) ratio tests are developed for testing for or against the hypothesis that k-population means μ₁,μ₂,…,μ_k are isotonic with respect to some quasi-order ? on {1,2,…,k}. The null asymptotic distributions are derived and are shown to be of chi-bar squared type. The asymptotic power of the proposed test for testing for equality of these means against the order restriction is derived under contiguous alternatives and a simulation study is carried out to investigate the finite sample behaviors of this test. In addition, an adjusted EL test is used to improve the small size performance of our test and an example is also discussed to illustrate the theoretical results.     

Oberwolfach rectangular table negotiation problem

We completely solve certain case of a “two delegation negotiation” version of the Oberwolfach problem, which can be stated as follows. Let H(k,3) be a bipartite graph with bipartition X={x₁,x₂,…,x_k},Y={y₁,y₂,…,y_k} and edges x₁y₁,x₁y₂,x_ky_k−1,x_ky_k, and x_iy_i−1,x_iy_i,x_iy_i+1 for i=2,3,…,k−1. We completely characterize all complete bipartite graphs K_n,n that can be factorized into factors isomorphic to G=mH(k,3), where k is odd and mH(k,3) is the graph consisting of m disjoint copies of H(k,3).     

Two equivalent measures on weighted hypergraphs

Let H=(N,E,w) be a hypergraph with a node set N={0,1,…,n-1}, a hyperedge set E⊆2^N, and real edge-weights w(e) for e∈E. Given a convex n-gon P in the plane with vertices x₀,x₁,…,x_n-1 which are arranged in this order clockwisely, let each node i∈N correspond to the vertex x_i and define the area A_P(H) of H on P by the sum of the weighted areas of convex hulls for all hyperedges in H. For 0?i<j<k?n-1, a convex three-cut C(i,j,k) of N is {{i,…,j-1}, {j,…,k-1}, {k,…,n-1,0,…,i-1}} and its size c_H(i,j,k) in H is defined as the sum of weights of edges e∈E such that e contains at least one node from each of {i,…,j-1}, {j,…,k-1} and {k,…,n-1,0,…,i-1}. We show that the following two conditions are equivalent:

•

A_P(H)?A_P(H^′) for all convex n-gons P.

•

c_H(i,j,k)?c_H^′(i,j,k) for all convex three-cuts C(i,j,k).

From this property, a polynomial time algorithm for determining whether or not given weighted hypergraphs H and H^′ satisfy “A_P(H)?A_P(H^′) for all convex n-gons P” is immediately obtained.     

Characterization of Wishart-Laplace distributions via Jordan algebra homomorphisms

For a real, Hermitian, or quaternion normal random matrix Y with mean zero, necessary and sufficient conditions for a quadratic form Q(Y) to have a Wishart-Laplace distribution (the distribution of the difference of two independent central Wishart W_p(m_i,Σ) random matrices) are given in terms of a certain Jordan algebra homomorphism ρ. Further, it is shown that {Q_k(Y)} is independent Laplace-Wishart if and only if in addition to the aforementioned conditions, the images ρ_k(Σ⁺) of the Moore-Penrose inverse Σ⁺ of Σ are mutually orthogonal: ρ_k(Σ⁺)ρ_?(Σ⁺)=0 for k≠?.     

A test of uniformity on shape spaces

A test of uniformity on the shape space Σ_m^k is presented, together with modifications of the test statistic which bring its null distribution close to the large-sample asymptotic distribution. The asymptotic distribution under suitable local alternatives to uniformity is given. A family of distributions on Σ_m^k is proposed, which is suitable for modelling shapes given by landmarks which are almost collinear.     

The inversion formulae for automorphisms of polynomial algebras and rings of differential operators in prime characteristic

Let K be an arbitrary field of characteristic p>0. We find an explicit formula for the inverse of any algebra automorphism of any of the following algebras: the polynomial algebra P_n?K[x₁,…,x_n], the ring of differential operators D(P_n) on P_n, D(P_n)⊗P_m, the n’th Weyl algebra A_n or A_n⊗P_m, the power series algebra K[[x₁,…,x_n]], the subalgebra T_k1,…,kn of D(P_n) generated by P_n and the higher derivations , 0≤j<p^k_i, i=1,…,n (where k₁,…,k_n∈N), T_k1,…,kn⊗P_m or an arbitrary central simple (countably generated) algebra over an arbitrary field.     

Bounds on some van der Waerden numbers

For positive integers s and k₁,k₂,…,ks, the van der Waerden number w(k₁,k₂,…,ks;s) is the minimum integer n such that for every s-coloring of set {1,2,…,n}, with colors 1,2,…,s, there is a ki-term arithmetic progression of color i for some i. We give an asymptotic lower bound for w(k,m;2) for fixed m. We include a table of values of w(k,3;2) that are very close to this lower bound for m=3. We also give a lower bound for w(k,k,…,k;s) that slightly improves previously-known bounds. Upper bounds for w(k,4;2) and w(4,4,…,4;s) are also provided.     

Degree conditions for the partition of a graph into cycles, edges and isolated vertices

Let k,n be integers with 2≤k≤n, and let G be a graph of order n. We prove that if max{d_G(x),d_G(y)}≥(n−k+1)/2 for any x,y∈V(G) with x≠y and xy∉E(G), then G has k vertex-disjoint subgraphs H₁,…,H_k such that V(H₁)∪?∪V(H_k)=V(G) and H_i is a cycle or K₁ or K₂ for each 1≤i≤k, unless k=2 and G=C₅, or k=3 and G=K₁∪C₅.     

On Bayes estimators with uniform priors on spheres and their comparative performance with maximum likelihood estimators for estimating bounded multivariate normal means

For independently distributed observables: X_i∼N(θ_i,σ²),i=1,…,p, we consider estimating the vector θ=(θ₁,…,θ_p)^′ with loss ‖d−θ‖² under the constraint , with known τ₁,…,τ_p,σ²,m. In comparing the risk performance of Bayesian estimators δ_α associated with uniform priors on spheres of radius α centered at (τ₁,…,τ_p) with that of the maximum likelihood estimator , we make use of Stein’s unbiased estimate of risk technique, Karlin’s sign change arguments, and a conditional risk analysis to obtain for a fixed (m,p) necessary and sufficient conditions on α for δ_α to dominate . Large sample determinations of these conditions are provided. Both cases where all such δ_α’s and cases where no such δ_α’s dominate are elicited. We establish, as a particular case, that the boundary uniform Bayes estimator δ_m dominates if and only if m≤k(p) with , improving on the previously known sufficient condition of Marchand and Perron (2001) [3] for which . Finally, we improve upon a universal dominance condition due to Marchand and Perron, by establishing that all Bayesian estimators δ_π with π spherically symmetric and supported on the parameter space dominate whenever m≤c₁(p) with .     

Exact eigensystems for some matrices arising from discretizations

It is known, for example, that the eigenvalues of the N×N matrix A, arising in the discretization of the wave equation, whose only nonzero entries are A_kk+1=A_k+1k=-1,k=1,…,N-1, and A_kk=2,k=1,…,N, are 2{1-cos[pπ/(N+1)]} with corresponding eigenvectors v^(p) given by . We show by considering a simple finite difference approximation to the second derivative and using the summation formulae for sines and cosines that these and other similar formulae arise in a simple and unified way.     

Twisted Hecke L-values and period polynomials

Let f₁,…,fd be an orthogonal basis for the space of cusp forms of even weight 2k on Γ₀(N). Let L(fi,s) and L(fi,χ,s) denote the L-function of fi and its twist by a Dirichlet character χ, respectively. In this note, we obtain a “trace formula” for the values at integers m and n with 0<m,n<2k and proper parity. In the case N=1 or N=2, the formula gives us a convenient way to evaluate precisely the value of the ratio L(f,χ,m)/L(f,n) for a Hecke eigenform f.     

On the modular sumset partition problem

A sequence m₁≥m₂≥?≥m_k of k positive integers isn-realizable if there is a partition X₁,X₂,…,X_k of the integer interval [1,n] such that the sum of the elements in X_i is m_i for each i=1,2,…,k. We consider the modular version of the problem and, by using the polynomial method by Alon (1999) [2], we prove that all sequences in Z/pZ of length k≤(p−1)/2 are realizable for any prime p≥3. The bound on k is best possible. An extension of this result is applied to give two results of p-realizable sequences in the integers. The first one is an extension, for n a prime, of the best known sufficient condition for n-realizability. The second one shows that, for n≥(4k)³, an n-feasible sequence of length k isn-realizable if and only if it does not contain forbidden subsequences of elements smaller than n, a natural obstruction forn-realizability.     

The uniform convergence and precise asymptotics of generalized stochastic order statistics

Let X(i,n,m,k), i=1,…,n, be generalized order statistics based on F. For fixed r∈N, and a suitable counting process N(t), t>0, we mainly discuss the precise asymptotic of the generalized stochastic order statistics X(N(n)−r+1,N(n),m,k). It not only makes the results of Yan, Wang and Cheng [J.G. Yan, Y.B. Wang, F.Y. Cheng, Precise asymptotics for order statistics of a non-random sample and a random sample, J. Systems Sci. Math. Sci. 26 (2) (2006) 237-244] as the special case of our result, and presents many groups of weighted functions and boundary functions, but also permits a unified approach to several models of ordered random variables.     

An asymptotic solution to the cycle decomposition problem for complete graphs

Let m₁,m₂,…,mt be a list of integers. It is shown that there exists an integer N such that for all n?N, the complete graph of order n can be decomposed into edge-disjoint cycles of lengths m₁,m₂,…,mt if and only if n is odd, 3?mi?n for i=1,2,…,t, and . In 1981, Alspach conjectured that this result holds for all n, and that a corresponding result also holds for decompositions of complete graphs of even order into cycles and a perfect matching.     

Conditional ordering of order statistics

For any positive integers m and n, let X₁,X₂,…,X_m∨n be independent random variables with possibly nonidentical distributions. Let X_1:n≤X_2:n≤?≤X_n:n be order statistics of random variables X₁,X₂,…,X_n, and let X_1:m≤X_2:m≤?≤X_m:m be order statistics of random variables X₁,X₂,…,X_m. It is shown that (X_j:n,X_j+1:n,…,X_n:n) given X_i:m>y for j−i≥max{n−m,0}, and (X_1:n,X_2:n,…,X_j:n) given X_i:m≤y for j−i≤min{n−m,0} are all increasing in y with respect to the usual multivariate stochastic order. We thus extend the main results in Dubhashi and Häggström (2008) [1] and Hu and Chen (2008) [2].