A note on statistical inference for differences of covariances

This article investigates statistical inferences about differences of covariances matrices when the response has more than two values. The subspace constructed by differences of covariance matrices is related to the sufficient dimension subspace and the central space. The asymptotic distribution of...

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Bibliographic Details
Published inJournal of the Korean Statistical Society Vol. 41; no. 4; pp. 563 - 567
Main Author Lee, Hakbae
Format Journal Article
LanguageKorean
Published 2012
Subjects
Dimension reduction
Differences of covariances
Sufficient dimension reduction
Central subspace
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Summary:This article investigates statistical inferences about differences of covariances matrices when the response has more than two values. The subspace constructed by differences of covariance matrices is related to the sufficient dimension subspace and the central space. The asymptotic distribution of test statistic for structural dimension is outlined.
Bibliography:KISTI1.1003/JNL.JAKO201214350262905
ISSN:1226-3192