Journal of applied mathematics & informatics

The Korean Society for Computational and Applied Mathematics (한국전산응용수학회)
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ON TESTING FOR HOMOGENEITY OF THE COVARIANCE N\MATRICES

  • Zhang, Xiao-Ning (Department of Mathematics in China University) ;
  • Jing, Ping (Department of Science and Art, China University) ;
  • Ji, Xiao-Ming (Department of Mathematics, Cheng Du Vocational and Technical Institute of Aviation)
  • Published : 2001.05.01

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Abstract

Testing equality of covariance matrix of k populations has long been an interesting issue in statistical inference. To overcome the sparseness of data points in a high-dimensional space and deal with the general cases, we suggest 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 which is based on Number theoretic method for the statistics is adopted. Several simulation experiments are performed.

Keywords

References

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