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文章基本信息

  • 标题:A Test of Equality of Mean Vectors of Several Heteroscedastic Multivariate Populations
  • 本地全文:下载
  • 作者:Yoshihide Kakizawa
  • 期刊名称:JOURNAL OF THE JAPAN STATISTICAL SOCIETY
  • 印刷版ISSN:1882-2754
  • 电子版ISSN:1348-6365
  • 出版年度:2007
  • 卷号:37
  • 期号:2
  • 页码:253-283
  • DOI:10.14490/jjss.37.253
  • 出版社:JAPAN STATISTICAL SOCIETY
  • 摘要:

    This paper deals with a test of equality of mean vectors of several heteroscedastic multivariate populations. We derive not only the asymptotic expansion up to N −1 of the nonnull distribution of James's (1954) statistic, but also those of two corrected statistics due to Cordeiro and Ferrari (1991) and Kakizawa (1996). The derivation we considered here is based on the differential operator method developed in Kakizawa and Iwashita (2005).

  • 关键词:asymptotic expansion; Bartlett's type adjustment; differential operator; heteroscedasticity; local power; nonnormality; nonnull distribution; one-way MANOVA
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