A PROCEDURE FOR ASSESSING VECTOR CORRELATIONS

被引：2

作者：

ALLAIRE, J ^{[1
]}

LEPAGE, Y ^{[1
]}

机构：

[1] UNIV MONTREAL,DEPT MATH & STAT,MONTREAL H3C 3J7,QUEBEC,CANADA

来源：

ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS | 1992年 / 44卷 / 04期

关键词：

MULTIVARIATE RELATIONSHIP; MATRIX CORRELATION; ASYMPTOTIC DISTRIBUTIONS; ELLIPTIC DISTRIBUTIONS; HYPOTHESIS TESTING;

D O I：

10.1007/BF00053404

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Three known measures of multivariate relationship are presented. Under the null hypothesis of lack of multivariate relationship between K random vectors, the asymptotic joint distributions of the (K/2) values taken by these measures for all possible pairs (X(i), X(j)), 1 less-than-or-equal-to i < j less-than-or-equal-to K, is used to construct tests of the null hypothesis based on the maximum and more generally, on the greatest values of the measures. The asymptotic power of the tests is also obtained under a sequence of alternatives.

引用

页码：755 / 768

页数：14

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