A note on statistical inference for differences of covariances

作者：Lee Hakbae^*

来源：Journal of the Korean Statistical Society, 2012, 41(4): 563-567.

DOI：10.1016/j.jkss.2012.04.004

• Dimension reduction
• Sufficient dimension reduction
• Central subspace
• Differences of covariances

This article investigates statistical inferences about differences of covariances matrices when the response has more than two values. The subspace constructed by differences of covariance matrices is related to the sufficient dimension subspace and the central space. The asymptotic distribution of test statistic for structural dimension is outlined.

• 出版日期2012-12