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Likelihood ratio tests for fuzzy hypotheses testing

โœ Scribed by Hamzeh Torabi; Javad Behboodian


Publisher
Springer-Verlag
Year
2007
Tongue
English
Weight
638 KB
Volume
48
Category
Article
ISSN
0932-5026

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Likelihood Ratio Tests for Principal Com
โœ L. Dumbgen ๐Ÿ“‚ Article ๐Ÿ“… 1995 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 425 KB

A particular class of tests for the principal components of a scatter matrix \(\Sigma\) is proposed. In the simplest case one wants to test whether a given vector is an eigenvector of \(\Sigma\) corresponding to its largest eigenvalue. The test statistics are likelihood ratio statistics for the clas