A note on statistical inference for differences of covariances

Hakbae Lee

Research output: Contribution to journal › Article

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 languageEnglish
Pages (from-to)563-567
Number of pages5
JournalJournal of the Korean Statistical Society
Volume41
Issue number4
DOIs
Publication statusPublished - 2012 Dec 1

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Statistical Inference
Covariance matrix
Subspace
Asymptotic distribution
Test Statistic
Sufficient

All Science Journal Classification (ASJC) codes

  • Statistics and Probability

Cite this

Lee, Hakbae. / A note on statistical inference for differences of covariances. In: Journal of the Korean Statistical Society. 2012 ; Vol. 41, No. 4. pp. 563-567.
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Lee, H 2012, 'A note on statistical inference for differences of covariances', Journal of the Korean Statistical Society, vol. 41, no. 4, pp. 563-567. https://doi.org/10.1016/j.jkss.2012.04.004

A note on statistical inference for differences of covariances. / Lee, Hakbae.

In: Journal of the Korean Statistical Society, Vol. 41, No. 4, 01.12.2012, p. 563-567.

Research output: Contribution to journal › Article

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Lee H. A note on statistical inference for differences of covariances. Journal of the Korean Statistical Society. 2012 Dec 1;41(4):563-567. https://doi.org/10.1016/j.jkss.2012.04.004

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