2016
DOI: 10.1080/03610926.2015.1073310
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Testing homogeneity of several covariance matrices and multi-sample sphericity for high-dimensional data under non-normality

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Cited by 11 publications
(12 citation statements)
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“…This test was statistically significant in all cases of examined evaluation measures and time (p < 0.05). It means that the assumption was violated because unless the assumption of covariance matrix sphericity is not met, the I. type error increases (Ahmad, 2013;Haverkamp & Beauducel, 2017;Munkova et al, 2020).…”
Section: Methodsmentioning
confidence: 99%
“…This test was statistically significant in all cases of examined evaluation measures and time (p < 0.05). It means that the assumption was violated because unless the assumption of covariance matrix sphericity is not met, the I. type error increases (Ahmad, 2013;Haverkamp & Beauducel, 2017;Munkova et al, 2020).…”
Section: Methodsmentioning
confidence: 99%
“…, g. To extend T 2 in Eqn. (2) for g samples, we consider τ g = g i<j τ ij , sum of Frobenius norms over all distinct pairs, with τ g = 0 under H 0g . Then…”
Section: Multi-sample Extensionmentioning
confidence: 99%
“…Under H 0g , an extension to testing multi-sample sphericity or identity structures of the common covariance matrix is also provided. The present article extends the homogeneity test in [2] to the location-invariant case which is valid whether the mean vectors are assumed DOI: 10.14736/kyb-2018-5-0908 zero or not; in other words, for the proposed test, the mean vectors can be assumed zero without any loss of generality. A corresponding extension of tests for multi-sample sphericity and identity to the location-invariant setting is given in [1].…”
Section: Introductionmentioning
confidence: 97%
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“…10 presented a robust estimation procedures and hypothesis tests about the mean relationship and the covariance structure within the rows and columns of multi-tissue gene expression data. For testing the hypotheses (1), based on the U -statistics Ahmad 27 presented multi-sample sphericity test T k for high-dimensional data under non-normality. However, the T k test needs to assume that 0<ai=limptr(Σj)/p<, j=1,2,3,4, or 0<tr(Σ2)/p2=δ1< for all p and infp{tr(Σ4)/[tr(Σ2)]2}>0.…”
Section: Introductionmentioning
confidence: 99%