Artículo

Boente, G.; Pires, A.M.; Rodrigues, I.M. "Robust tests for the common principal components model" (2009) Journal of Statistical Planning and Inference. 139(4):1332-1347
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Abstract:

When dealing with several populations, the common principal components (CPC) model assumes equal principal axes but different variances along them. In this paper, a robust log-likelihood ratio statistic allowing to test the null hypothesis of a CPC model versus no restrictions on the scatter matrices is introduced. The proposal plugs into the classical log-likelihood ratio statistic robust scatter estimators. Using the same idea, a robust log-likelihood ratio and a robust Wald-type statistic for testing proportionality against a CPC model are considered. Their asymptotic distributions under the null hypothesis and their partial influence functions are derived. A small simulation study allows to compare the behavior of the classical and robust tests, under normal and contaminated data. © 2008 Elsevier B.V. All rights reserved.

Registro:

Documento: Artículo
Título:Robust tests for the common principal components model
Autor:Boente, G.; Pires, A.M.; Rodrigues, I.M.
Filiación:Facultad de Ciencias Exactas y Naturales, Universidad de Buenos Aires, CONICET, Ciudad Universitaria, Pabellon 2, Buenos Aires, C1428EHA, Argentina
Departamento de Matemática, CEMAT, Instituto Superior Técnico, Lisboa, Portugal
Palabras clave:Common principal components; Log-likelihood ratio test; Plug-in methods; Proportional scatter matrices; Robust estimation; Wald-type test
Año:2009
Volumen:139
Número:4
Página de inicio:1332
Página de fin:1347
DOI: http://dx.doi.org/10.1016/j.jspi.2008.05.052
Título revista:Journal of Statistical Planning and Inference
Título revista abreviado:J. Stat. Plann. Inference
ISSN:03783758
CODEN:JSPID
Registro:https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_03783758_v139_n4_p1332_Boente

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Citas:

---------- APA ----------
Boente, G., Pires, A.M. & Rodrigues, I.M. (2009) . Robust tests for the common principal components model. Journal of Statistical Planning and Inference, 139(4), 1332-1347.
http://dx.doi.org/10.1016/j.jspi.2008.05.052
---------- CHICAGO ----------
Boente, G., Pires, A.M., Rodrigues, I.M. "Robust tests for the common principal components model" . Journal of Statistical Planning and Inference 139, no. 4 (2009) : 1332-1347.
http://dx.doi.org/10.1016/j.jspi.2008.05.052
---------- MLA ----------
Boente, G., Pires, A.M., Rodrigues, I.M. "Robust tests for the common principal components model" . Journal of Statistical Planning and Inference, vol. 139, no. 4, 2009, pp. 1332-1347.
http://dx.doi.org/10.1016/j.jspi.2008.05.052
---------- VANCOUVER ----------
Boente, G., Pires, A.M., Rodrigues, I.M. Robust tests for the common principal components model. J. Stat. Plann. Inference. 2009;139(4):1332-1347.
http://dx.doi.org/10.1016/j.jspi.2008.05.052