IJPAM: Volume 115, No. 4 (2017)
Title
ASYMPTOTIC DERIVATION OF Z* STATISTICAuthors
Tareq A.M. Atiany, Shamshuritawati SharifSchool of Quantitative Sciences
Universiti Utara Malaysia
06010 UUM Sintok, Kedah, MALAYSIA
Abstract
In multivariate analysis, the stability of correlation matrix is a major issue. We can be seen it in the literature, the most popular tests and widely used are Jennrich test and Box M test which introduced by Jennrich in 1970 and Box in 1949. Jennrich test involve inverse of matrix and Box involve the determinant of the matrix. Under these conditions the computation of the tests are quite cumbersome when the data in high dimension. This encourage us to propose a new statistical test. Which is constructed based on upper-off-diagonal elements to overcome the difficulty.History
Received: July 25, 2016
Revised: May 2, 2017
Published: August 10, 2017
AMS Classification, Key Words
AMS Subject Classification:
Key Words and Phrases: correlation structure, vector operator, linear transformation
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How to Cite?
DOI: 10.12732/ijpam.v115i4.2 How to cite this paper?Source: International Journal of Pure and Applied Mathematics
ISSN printed version: 1311-8080
ISSN on-line version: 1314-3395
Year: 2017
Volume: 115
Issue: 4
Pages: 665 - 672
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