Assessing the pattern of covariance matrices via an augmentation multiple testing procedure
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References listed on IDEAS
- van der Laan Mark J. & Dudoit Sandrine & Pollard Katherine S., 2004. "Augmentation Procedures for Control of the Generalized Family-Wise Error Rate and Tail Probabilities for the Proportion of False Positives," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 3(1), pages 1-27, June.
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- Salvatore Ingrassia & Simona Minotti & Giorgio Vittadini, 2012.
"Local Statistical Modeling via a Cluster-Weighted Approach with Elliptical Distributions,"
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Springer;The Classification Society, vol. 29(3), pages 363-401, October.
- Salvatore Ingrassia & Simona Caterina Minotti & Giorgio Vittadini, 2011. "Local Statistical Modeling via Cluster-Weighted Approach with Elliptical Distributions," Working Papers 20111001, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica.
- repec:eee:csdana:v:113:y:2017:i:c:p:475-496 is not listed on IDEAS
- Dariush Najarzadeh & Mojtaba Khazaei & Mojtaba Ganjali, 2015. "Testing for equality of ordered eigenvectors of two multivariate normal populations," METRON, Springer;Sapienza Università di Roma, vol. 73(1), pages 57-72, April.
More about this item
KeywordsHomoscedasticity; Spectral decomposition; Principal component analysis; F–G algorithm; Multiple testing procedures; Augmentation;
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