A note on statistical inference for differences of covariances

Hakbae Lee

doi:10.1016/j.jkss.2012.04.004

A note on statistical inference for differences of covariances

Hakbae Lee

Department of Applied Statistics

Research output: Contribution to journal › Article › peer-review

Abstract

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.

Original language	English
Pages (from-to)	563-567
Number of pages	5
Journal	Journal of the Korean Statistical Society
Volume	41
Issue number	4
DOIs	https://doi.org/10.1016/j.jkss.2012.04.004
Publication status	Published - 2012 Dec

Bibliographical note

Funding Information:
This research was supported by Fund for Supporting Basic Science Research in the College of Business and Economics, Yonsei University of 2010 ( 2010-1-0161 ).

All Science Journal Classification (ASJC) codes

Statistics and Probability

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10.1016/j.jkss.2012.04.004

Cite this

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title = "A note on statistical inference for differences of covariances",

abstract = "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.",

author = "Hakbae Lee",

note = "Funding Information: This research was supported by Fund for Supporting Basic Science Research in the College of Business and Economics, Yonsei University of 2010 ( 2010-1-0161 ). ",

year = "2012",

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doi = "10.1016/j.jkss.2012.04.004",

language = "English",

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A note on statistical inference for differences of covariances

Abstract

Bibliographical note

All Science Journal Classification (ASJC) codes

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