Power Of Test: Box M’s Test Versus Jennrich’s Test
The stability of covariance structure is a major issue in multivariate statistical process control. We learn from the literature, there are many statistical tests that have been developed to test that stability. The most popular and widely used tests are Box M’s test (M-test) and Jennrich’s test (J-...
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| Format: | Conference or Workshop Item |
| Language: | English English |
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2016
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| Online Access: | http://umpir.ump.edu.my/id/eprint/12018/ http://umpir.ump.edu.my/id/eprint/12018/1/Power%20of%20Test-%20Box%20M%E2%80%99s%20Test%20Versus%20Jennrich%E2%80%99s%20Test.pdf http://umpir.ump.edu.my/id/eprint/12018/7/Power%20of%20Test-%20Box%20M%E2%80%99s%20Test%20Versus%20Jennrich%E2%80%99s%20Test.pdf |
| _version_ | 1848819129672269824 |
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| author | Nur Syahidah, Yusoff M. A., Djauhari Shamshuritawati, Shariff |
| author_facet | Nur Syahidah, Yusoff M. A., Djauhari Shamshuritawati, Shariff |
| author_sort | Nur Syahidah, Yusoff |
| building | UMP Institutional Repository |
| collection | Online Access |
| description | The stability of covariance structure is a major issue in multivariate statistical process control. We learn from the literature, there are many statistical tests that have been developed to test that stability. The most popular and widely used tests are Box M’s test (M-test) and Jennrich’s test (J-test). In this paper, we focus on the performance of both tests. For that purpose, the power of test of both tests will be derived and analyzed. A simulation study will be presented to illustrate the performance of the both tests.
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| first_indexed | 2025-11-15T01:48:39Z |
| format | Conference or Workshop Item |
| id | ump-12018 |
| institution | Universiti Malaysia Pahang |
| institution_category | Local University |
| language | English English |
| last_indexed | 2025-11-15T01:48:39Z |
| publishDate | 2016 |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | ump-120182017-04-27T05:40:42Z http://umpir.ump.edu.my/id/eprint/12018/ Power Of Test: Box M’s Test Versus Jennrich’s Test Nur Syahidah, Yusoff M. A., Djauhari Shamshuritawati, Shariff Q Science (General) The stability of covariance structure is a major issue in multivariate statistical process control. We learn from the literature, there are many statistical tests that have been developed to test that stability. The most popular and widely used tests are Box M’s test (M-test) and Jennrich’s test (J-test). In this paper, we focus on the performance of both tests. For that purpose, the power of test of both tests will be derived and analyzed. A simulation study will be presented to illustrate the performance of the both tests. 2016 Conference or Workshop Item PeerReviewed application/pdf en http://umpir.ump.edu.my/id/eprint/12018/1/Power%20of%20Test-%20Box%20M%E2%80%99s%20Test%20Versus%20Jennrich%E2%80%99s%20Test.pdf application/pdf en http://umpir.ump.edu.my/id/eprint/12018/7/Power%20of%20Test-%20Box%20M%E2%80%99s%20Test%20Versus%20Jennrich%E2%80%99s%20Test.pdf Nur Syahidah, Yusoff and M. A., Djauhari and Shamshuritawati, Shariff (2016) Power Of Test: Box M’s Test Versus Jennrich’s Test. In: Recent Research In Social Sciences International Conference (SOCSIC 2016) , 31 May-2 June 2016 , Bandung, Indonesia. . (Published) |
| spellingShingle | Q Science (General) Nur Syahidah, Yusoff M. A., Djauhari Shamshuritawati, Shariff Power Of Test: Box M’s Test Versus Jennrich’s Test |
| title | Power Of Test: Box M’s Test Versus Jennrich’s Test |
| title_full | Power Of Test: Box M’s Test Versus Jennrich’s Test |
| title_fullStr | Power Of Test: Box M’s Test Versus Jennrich’s Test |
| title_full_unstemmed | Power Of Test: Box M’s Test Versus Jennrich’s Test |
| title_short | Power Of Test: Box M’s Test Versus Jennrich’s Test |
| title_sort | power of test: box m’s test versus jennrich’s test |
| topic | Q Science (General) |
| url | http://umpir.ump.edu.my/id/eprint/12018/ http://umpir.ump.edu.my/id/eprint/12018/1/Power%20of%20Test-%20Box%20M%E2%80%99s%20Test%20Versus%20Jennrich%E2%80%99s%20Test.pdf http://umpir.ump.edu.my/id/eprint/12018/7/Power%20of%20Test-%20Box%20M%E2%80%99s%20Test%20Versus%20Jennrich%E2%80%99s%20Test.pdf |