Hotelling's T2 tests in paired and independent survey samples: An efficiency comparison

JOURNAL OF MULTIVARIATE ANALYSIS

卷:154

Article

Baringhaus, Ludwig¹  Gaigall, Daniel¹ 

[1] Leibniz Univ Hannover, Inst Math Stochast, Postfach 60 09, D-30060 Hannover, Germany

关键词: Hotelling's T-2 test;    Relative efficiency;    Volumes of confidence sets;    Sample covariance matrix;    Canonical correlation type coefficients;    Empirical eigenvalues;   

DOI  :  10.1016/j.jmva.2016.11.004

来源: Elsevier

【 摘 要 】

Hotelling's T-2 tests in paired and independent survey samples are compared using the traditional asymptotic efficiency concepts of Hodges-Lehmann, Bahadur and Pitman, as well as through criteria based on the volumes of corresponding confidence regions. Conditions characterizing the superiority of a procedure are given in terms of population canonical correlation type coefficients. Statistical tests for checking these conditions are developed. Test statistics based on the eigenvalues of a symmetrized sample cross-covariance matrix are suggested, as well as test statistics based on sample canonical correlation type coefficients. (C) 2016 Elsevier Inc. All rights reserved.

【 授权许可】

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