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.
Bibliographical noteFunding 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