| TESTS OF COVARIANCE MATRIX BY USING PROJECTION PURSUIT AND BOOTSTRAP METHOD |
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| 引用本文： | JINGPING. TESTS OF COVARIANCE MATRIX BY USING PROJECTION PURSUIT AND BOOTSTRAP METHOD[J]. 高校应用数学学报(英文版), 1998, 13(3): 309-322. DOI: 10.1007/s11766-998-0024-4 |
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| 作者姓名： | JINGPING |
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| 作者单位： | DepartmentofSciences＆Arts,ChinaUniversityofMining＆Technology,Beijing100083. |
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| 摘 要： | Testing equality of covariance matrix has long been an interesting issue in statistics inference, To overcome the sparseness of data points in high-dimensional space and deal with the general cases, the author suggests several projection pursuit type statistics. Some results on the limiting distidbutions of the statistics are obtained. Some properties of bootstrap approximation are investigated. Furthermore, for computational reasons an approximation for the statistics based on number-theoretic roethod is applied. Several simulation experiments are performed.
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| 关 键 词： | 协方差矩阵 投影追踪法 自助法 平衡测试 |
| 收稿时间： | 1997-09-22 |
Tests of covariance matrix by using projection pursuit and bootstrap method |
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| Jing Ping. Tests of covariance matrix by using projection pursuit and bootstrap method[J]. Applied Mathematics A Journal of Chinese Universities, 1998, 13(3): 309-322. DOI: 10.1007/s11766-998-0024-4 |
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| Authors: | Jing Ping |
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| Affiliation: | (1) Department of Sciences & Arts, China University of Mining & Technology, 100083 Beijing |
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| Abstract: | Testing equality of covariance matrix has long been an interesting issue in statistics inference. To overcome the sparseness of data points in high-dimensional space and deal with the general cases, the author suggests several projection pursuit type statistics. Some results on the limiting distributions of the statistics are obtained. Some properties of bootstrap approximation are investigated. Furthermore, for computational reasons an approximation for the statistics based on number-theoretic method is applied. Several simulation experiments are performed. Project supported by the State Education Commission for Returned Scholar. |
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| Keywords: | 2H15 62H10 62G09 62G09 |
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