Hotelling’s tests in paired and independent survey samples: An efficiency comparison
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- 作者：Ludwig Baringhaus ; lbaring@stochastik.uni-hannover.de ; Daniel Gaigall gaigall@stochastik.uni-hannover.de
- 关键词：62H15 ; 62K05
- 刊名：Journal of Multivariate Analysis
- 出版年：2017
- 出版时间：February 2017
- 年：2017
- 卷：154
- 期：Complete
- 页码：177-198
- 全文大小：553 K
- 卷排序：154
文摘
Hotelling’s T2T2 tests in paired and independent survey samples are compared using the traditional asymptotic efficiency concepts of Hodges–Lehmann, Bahadur and Pitman, as well as through criteria based on the volumes of corresponding confidence regions. Conditions characterizing the superiority of a procedure are given in terms of population canonical correlation type coefficients. Statistical tests for checking these conditions are developed. Test statistics based on the eigenvalues of a symmetrized sample cross-covariance matrix are suggested, as well as test statistics based on sample canonical correlation type coefficients.