Proposition and validation of multivariate tests of independence between two groups of variables

Registro completo de metadados
MetadadosDescriçãoIdioma
Autor(es): dc.creatorMiranda, Vânia F. L.-
Autor(es): dc.creatorAlves, Henrique J. P.-
Autor(es): dc.creatorFerreira, Daniel F.-
Data de aceite: dc.date.accessioned2026-02-09T12:28:53Z-
Data de disponibilização: dc.date.available2026-02-09T12:28:53Z-
Data de envio: dc.date.issued2022-04-07-
Data de envio: dc.date.issued2022-04-07-
Data de envio: dc.date.issued2021-05-
Fonte completa do material: dc.identifierhttps://repositorio.ufla.br/handle/1/49712-
Fonte completa do material: dc.identifierhttps://doi.org/10.1080/03610918.2021.1926503-
Fonte: dc.identifier.urihttp://educapes.capes.gov.br/handle/capes/1162151-
Descrição: dc.descriptionA commonly used test for the independence of two sets of variables from a normal multivariate population is the Wilks Lambda test or the multivariate likelihood ratio test (LRT). However, this test’s performance is highly influenced by outliers and non-normality of the data and thus, robust test statistics should be used, allied to Monte-Carlo methods. In this paper, we proposed and evaluated three new likelihood ratio test for the independence of two sets of multivariate variables (LRTR, T and TR), replacing the traditional covariance matrix estimator with the robust comedian estimators. The results showed that the proposed test T and TR control type I error rates also for non-normal distributions outperforming the ordinary test.-
Idioma: dc.languageen-
Publicador: dc.publisherTaylor & Francis Group-
Direitos: dc.rightsrestrictAccess-
???dc.source???: dc.sourceCommunications in Statistics - Simulation and Computation-
Palavras-chave: dc.subjectPower-
Palavras-chave: dc.subjectType I error-
Palavras-chave: dc.subjectRobust-
Palavras-chave: dc.subjectComedian-
Palavras-chave: dc.subjectTestes multivariados-
Palavras-chave: dc.subjectTestes de Independência-
Título: dc.titleProposition and validation of multivariate tests of independence between two groups of variables-
Tipo de arquivo: dc.typeArtigo-
Aparece nas coleções:Repositório Institucional da Universidade Federal de Lavras (RIUFLA)

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