A Statistical Test for the Stability of Covariance Structure
The stability of covariance matrix is a major issue in multivariate analysis. As can be seen in the literature, the most popular and widely used tests are Box M-test and Jennrich J-test introduced by Box in 1949 and Jennrich in 1970, respectively. These tests involve determinant of sample covariance...
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| 格式: | Article |
| 語言: | English |
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Penerbit Universiti Teknologi Malaysia
2013
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| 在線閱讀: | http://umpir.ump.edu.my/id/eprint/6651/1/A_Statistical_Test_for_the_Stability_of_Covariance_Structure.pdf http://umpir.ump.edu.my/id/eprint/6651/ http://dx.doi.org/10.11113/jt.v63.1917 |
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