Numerical analysis of Piterbarg--Tyurin procedures for testing homogeneity and independence
Teoriâ veroâtnostej i ee primeneniâ, Tome 45 (2000) no. 4, pp. 762-768
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We consider the problems of testing homogeneity for two multivariate samples and the independence of two groups of variables. Several numerical experiments with simulation data are discussed and give evidence for further practical applications.
Keywords:
two-sample multivariate problem, homogeneity rank tests, Gaussian field.
@article{TVP_2000_45_4_a10,
author = {T. A. Romanova},
title = {Numerical analysis of {Piterbarg--Tyurin} procedures for testing homogeneity and independence},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {762--768},
publisher = {mathdoc},
volume = {45},
number = {4},
year = {2000},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_2000_45_4_a10/}
}
TY - JOUR AU - T. A. Romanova TI - Numerical analysis of Piterbarg--Tyurin procedures for testing homogeneity and independence JO - Teoriâ veroâtnostej i ee primeneniâ PY - 2000 SP - 762 EP - 768 VL - 45 IS - 4 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TVP_2000_45_4_a10/ LA - ru ID - TVP_2000_45_4_a10 ER -
T. A. Romanova. Numerical analysis of Piterbarg--Tyurin procedures for testing homogeneity and independence. Teoriâ veroâtnostej i ee primeneniâ, Tome 45 (2000) no. 4, pp. 762-768. http://geodesic.mathdoc.fr/item/TVP_2000_45_4_a10/