Publications

S. Viguier-Pla (2004)
Factor-based Comparison of k populations.
Statistics 38 1-16
ISSN: 0233-1888 DOI: 10.1080/02664760310001619350

Classification

62E20, 62H15, 62H20, 62H25, 62P

Keywords

Canonical Analysis, Factorial Analysis, Factor Subspace, comparison test, asymptotic expansion, perturbation theory

Abstract : A generalized canonical analysis is considered in order to build a test statistic for the comparison of factor subspaces of k related populations. This test constitutes a generalization of a test of comparison of two factor subspaces (Dauxois, Romain, Viguier, 1993). A first stage of the generalization is made in the case of two populations, with the infinite dimension, and without the hypothesis of sphericity. A numerical example is given to compare the test statistics for k=2, and another example illustrates the k-sample case.