文章基本信息

标题：Asymptotic Results of a High Dimensional MANOVA Test and Power Comparison When the Dimension is Large Compared to the Sample Size
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作者：Yasunori Fujikoshi ; Tetsuto Himeno ; Hirofumi Wakaki 等
期刊名称：JOURNAL OF THE JAPAN STATISTICAL SOCIETY
印刷版ISSN：1882-2754
电子版ISSN：1348-6365
出版年度：2004
卷号：34
期号：1
页码：19-26
DOI：10.14490/jjss.34.19
出版社：JAPAN STATISTICAL SOCIETY
摘要：This paper is concerned with Dempster trace criterion for multivariate linear hypothesis which was proposed for high dimensional situation. First we derive asymptotic null and nonnull distributions of Dempster trace criterion when both the sample size and the dimension tend to infinity. Our approximations are examined through some numerical experiments. Next we compare the power of Dempster trace criterion with the ones of three classical criteria; likelihood ratio criterion, Lawley-Hotelling trace criterion, and Bartlett-Nanda-Pillai trace criterion when the dimension is large compared to the sample size.
关键词：asymptotic null and nonnull distributions;Dempster trace criterion;high dimensional situation;MANOVA tests;power comparison