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https://elib.bsu.by/handle/123456789/233335| Title: | Testing structure of the covariance matrix: a non-normal approach |
| Authors: | Kollo, T. von Rosen, D. Valge, M. |
| Keywords: | ЭБ БГУ::ЕСТЕСТВЕННЫЕ И ТОЧНЫЕ НАУКИ::Математика ЭБ БГУ::ЕСТЕСТВЕННЫЕ И ТОЧНЫЕ НАУКИ::Кибернетика |
| Issue Date: | 2019 |
| Publisher: | Minsk : BSU |
| Citation: | Computer Data Analysis and Modeling: Stochastics and Data Science : Proc. of the Twelfth Intern. Conf., Minsk, Sept. 18-22, 2019. – Minsk : BSU, 2019. – P. 65-67. |
| Abstract: | Classical tests about covariance structure are examined in the situation when the population distribution is non-normal and existence of the fourth order moments is assumed. Asymptotic distributions for test statistics are derived and speed of convergence to the asymptotic distributions examined in a simulation experiment |
| URI: | http://elib.bsu.by/handle/123456789/233335 |
| ISBN: | 978-985-566-811-5 |
| Appears in Collections: | 2019. Computer Data Analysis and Modeling : Stochastics and Data Science |
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