Please use this identifier to cite or link to this item: http://repositorio.ufla.br/jspui/handle/1/13933
Title: NONPARAMETRIC BOOTSTRAP TEST FOR EQUAL COVARIANCE MATRICES OF TWO DEPENDENT MULTIVARIATE NORMAL POPULATIONS
Issue Date: 1-Aug-2017
Publisher: Editora UFLA - Universidade Federal de Lavras - UFLA
Description: This study aims to evaluate the type I error rates and power of the nonparametric bootstrap test (tb0) for equality of covariance matrices of two dependent multivariate normal populations in order to compare its performance with the test presented by Jiang and Sarkar (1998) (W2 and W5) and Jiang et al. (1999) (LRT, LRT1, LRT2 and LRT3). For this simulations Monte Carlo were performed, considering the number of variables (p), sample sizes (n), covariance matrices (Σ) and signicance level (α) of 0.05. In the first case, for p = 2, it was concluded that among the tests that controlled the type I error, the tests tb0 , LRT3 and W2 were greater than its competitors in all cases studied. In relation to power, the test tb0 approached the testing LRT3 and W2 and is considered intermediate. In the second case, it is considered that p = 4 and p = 10, it was concluded that the test tb0 showed high performance, in most cases equal to 100% even for small samples (n = 20). Therefore, we recommend the application of the proposed test tb0 in real situations.
URI: http://repositorio.ufla.br/jspui/handle/1/13933
Other Identifiers: http://www.biometria.ufla.br/index.php/BBJ/article/view/137
Appears in Collections:DES - Artigos publicados em periódicos
Revista Brasileira de Biometria

Files in This Item:
There are no files associated with this item.


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.