Multivariate Procedures Invariant Under Linear Transformations
Obenchain, R. L.
Ann. Math. Statist., Tome 42 (1971) no. 6, p. 1569-1578 / Harvested from Project Euclid
Many well-known procedures in multivariate data analysis are invariant under the group, $L(p)$, of translations and nonsingular linear transformations. New maximal $L(p)$ invariant statistics are derived and are shown to have the geometrical interpretation of a scatter of points in Euclidean space. The distribution of maximal $L(p)$ invariants for the case of a single multivariate normal population is shown to follow from a result of James (1954). Finally we consider tests of the null hypothesis that $k > 1$ populations are identical and show that optimal $L(p)$ invariant tests are similar tests of randomness.
Publié le : 1971-10-14
Classification: 
@article{1177693155,
     author = {Obenchain, R. L.},
     title = {Multivariate Procedures Invariant Under Linear Transformations},
     journal = {Ann. Math. Statist.},
     volume = {42},
     number = {6},
     year = {1971},
     pages = { 1569-1578},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177693155}
}
Obenchain, R. L. Multivariate Procedures Invariant Under Linear Transformations. Ann. Math. Statist., Tome 42 (1971) no. 6, pp.  1569-1578. http://gdmltest.u-ga.fr/item/1177693155/