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Factor-based comparison of k populations

Author: Sylvie Viguier-Pla a
Affiliation:   a Laboratoire de Statistique et Probabiliteacutes, UMR - C5583, Universiteacute Paul Sabatier, Toulouse, Cedex 4, France
DOI: 10.1080/02664760310001619350
Publication Frequency: 6 issues per year
Published in: journal Statistics, Volume 38, Issue 1 February 2004 , pages 1 - 15
Number of References: 14
Formats available: PDF (English)
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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, J., Romain, Y. and Viguier, S. (1993). Comparison of two factor subspaces. J. Multivariate Anal., 44, 160-178). 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.
Keywords: Canonical analysis; Factorial analysis; Factor subspace; Comparison test; Asymptotic expansion; Perturbation theory
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