INVESTIGADORES
BOENTE BOENTE Graciela Lina
artículos
Título:
Robust tests for the common principal components model
Autor/es:
BOENTE, GRACIELA; PIRES, ANA M.; RODRIGUES, ISABEL
Revista:
JOURNAL OF STATISTICAL PLANNING AND INFERENCE
Editorial:
ELSEVIER SCIENCE BV
Referencias:
Lugar: Amsterdam; Año: 2009 vol. 139 p. 1332 - 1347
ISSN:
0378-3758
Resumen:
When dealing with several populations, the common principal components (CPC) model assumes equal principal axes but different variances along them. In this paper, a robust log-likelihood ratio statistic allowing to test the null hypothesis of a CPC model versus no restrictions on the scatter matrices is introduced. The proposal plugs into the classical log-likelihood ratio statistic robust scatter estimators. Using the same idea, a robust log-likelihood ratio and a robust Wald-type statistic for testing proportionality against a CPC model are considered. Their asymptotic distributions under the null hypothesis and their partial influence functions are derived. A small simulation study allows to compare the behavior of the classical and robust tests, under normal and contaminated data.