| 协方差矩阵的齐性检验 |
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| 引用本文： | 景平,高运良.协方差矩阵的齐性检验[J].高校应用数学学报(A辑),2000,15(3):359-364. |
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| 作者姓名： | 景平 高运良 |
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| 作者单位： | 中国矿业大学北京校区基础科学系,北京100083 |
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| 基金项目： | 教育部留学回国人员科研启动基金，， |
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| 摘 要： | 基于ＰＰ技术、Ｂｏｏｔｓｔｒａｐ方法和数论方法，对于ｋ个总体协方差矩阵相等的检验，给出了ＰＰ型检验统计量，并讨论了它的渐近分布和Ｂｏｏｔｓｔｒａｐ逼近，最后给出了一些实际模拟结果。
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| 关 键 词： | Bootstrap逼近 PP统计量 协方差矩阵 齐性检验 |
| 文章编号： | 1000-4424(2000)03-0359-06 |
| 修稿时间： | 1998-06-22 |
ON TESTING FOR HOMOGENEITY OF THE COVARIANCE MATRICES |
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| Jing Ping,Gao Yunliang.ON TESTING FOR HOMOGENEITY OF THE COVARIANCE MATRICES[J].Applied Mathematics A Journal of Chinese Universities,2000,15(3):359-364. |
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| Authors: | Jing Ping Gao Yunliang |
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| Institution: | Jing Ping
,Gao Yunliang
(China University of Mining & Technology,Beijing 100083,China) |
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| Abstract: | In the paper by using Projection Pursuit(PP) technique,Bootstrap method and number- theoretic method,the test statistics of PP type for testing the equality of covariance matrices of k- population is constructed. Furthermore,the asymptotic distribution and the Bootstrap approximation of the test statistics are considered.Several simulation experiments are performed. |
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| Keywords: | Bootstraap Approximation Gaussian Process Projection Pursuit Statistics Number-theeoretic Method |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
