The greatest invariance-group of multivariate models
| Autor: | Ludger Banken |
|---|---|
| Rok vydání: | 1986 |
| Předmět: |
Statistics and Probability
Numerical Analysis Multivariate statistics Multivariate analysis Group (mathematics) Multivariate normal distribution Invariant (physics) affine transformations multivariate normal models Multivariate analysis of variance Statistics invariance-group Analysis of variance Affine transformation Statistics Probability and Uncertainty Mathematics |
| Zdroj: | Journal of Multivariate Analysis. 19:156-161 |
| ISSN: | 0047-259X |
| DOI: | 10.1016/0047-259x(86)90100-4 |
| Popis: | A useful theorem to determine the group of all affine transformations leaving a multivariate normal test problem invariant is presented. For the MANOVA and GMANOVA test problems the well-known invariance groups are shown to be the greatest invariance-groups. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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