Vestnik Moskovskogo Universiteta. Seriya 1. Matematika. Mekhanika
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS


Vestnik Moskov. Univ. Ser. 1. Mat. Mekh.:
Year:
Volume:
Issue:
Page:
Find




Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register

Vestnik Moskovskogo Universiteta. Seriya 1. Matematika. Mekhanika, 2012, Number 3, Pages 55–58 (Mi vmumm499)  
Short notes

A power function of statistical tests dependent on elementary symmetric polynomials

P. A. Kashitsyn

Lomonosov Moscow State University, Faculty of Mechanics and Mathematics
Full-text PDF (238 kB)
References:
PDF
HTML
Abstract: Statistical tests not changing under an affine change of the coordinate system are considered in the multivariate analysis. In the case of a multivariate linear model and a model using the canonical correlation analysis, these tests are functions of eigenvalues of matrices following a Wishart distribution. In this paper we prove the monotonicity property of test power functions being functions of elementary symmetric polynomials of eigenvalues of a matrix following a non-central Wishart distribution.
Key words: multivariate analysis, power function, elementary symmetric polynomial, Wishart distribution.
Received: 13.05.2011
English version:
Moscow University Mathematics Bulletin, 2012, Volume 67, Issue 3, Pages 129–132
DOI: https://doi.org/10.3103/S0027132212030096
Bibliographic databases:
Document Type: Article
UDC: 519.22
Language: Russian
Citation: P. A. Kashitsyn, “A power function of statistical tests dependent on elementary symmetric polynomials”, Vestnik Moskov. Univ. Ser. 1. Mat. Mekh., 2012, no. 3, 55–58; Moscow University Mathematics Bulletin, 67:3 (2012), 129–132
Citation in format AMSBIB
\Bibitem{Kas12}
\by P.~A.~Kashitsyn
\paper A power function of statistical tests dependent on elementary symmetric polynomials
\jour Vestnik Moskov. Univ. Ser.~1. Mat. Mekh.
\yr 2012
\issue 3
\pages 55--58
\mathnet{http://mi.mathnet.ru/vmumm499}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=3026845}
\transl
\jour Moscow University Mathematics Bulletin
\yr 2012
\vol 67
\issue 3
\pages 129--132
\crossref{https://doi.org/10.3103/S0027132212030096}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-84864796228}
Linking options:
  • https://www.mathnet.ru/eng/vmumm499
  • https://www.mathnet.ru/eng/vmumm/y2012/i3/p55
    • Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
     
      Contact us:
    		  Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024