TESTS OF COVARIANCE MATRIX BY USING PROJECTION PURSUIT AND BOOTSTRAP METHOD

(整期优先)网络出版时间:1998-03-13
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Testingequalityofcovariancematrixhaslongbeenaninterestingissueinstatisticsinference,Toovercomethesparsenessofdatapointsinhigh-dimensionalspaceanddealwiththegeneralcases,theauthorsuggestsseveralprojectionpursuittypestatistics.Someresultsonthelimitingdistidbutionsofthestatisticsareobtained.Somepropertiesofbootstrapapproximationareinvestigated.Furthermore,forcomputationalreasonsanapproximationforthestatisticsbasedonnumber-theoreticroethodisapplied.Severalsimulationexperimentsareperformed.