TY - JOUR
T1 - A note on statistical inference for differences of covariances
AU - Lee, Hakbae
N1 - Copyright:
Copyright 2012 Elsevier B.V., All rights reserved.
PY - 2012/12
Y1 - 2012/12
N2 - 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.
AB - 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.
UR - http://www.scopus.com/inward/record.url?scp=84867636027&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=84867636027&partnerID=8YFLogxK
U2 - 10.1016/j.jkss.2012.04.004
DO - 10.1016/j.jkss.2012.04.004
M3 - Article
AN - SCOPUS:84867636027
VL - 41
SP - 563
EP - 567
JO - Journal of the Korean Statistical Society
JF - Journal of the Korean Statistical Society
SN - 1226-3192
IS - 4
ER -