A Statistical Test for the Stability of Covariance Structure

QR Code

A Statistical Test for the Stability of Covariance Structure

The stability of covariance matrix is a major issue in multivariate analysis. As can be seen in the literature, the most popular and widely used tests are Box M-test and Jennrich J-test introduced by Box in 1949 and Jennrich in 1970, respectively. These tests involve determinant of sample covariance...

Full description

Bibliographic Details
Main Authors:	Wan Nur Syahidah, Wan Yusoff, Maman Abdurachman, Djauhari
Format:	Article
Language:	English
Published:	Penerbit Universiti Teknologi Malaysia 2013
Subjects:	Q Science (General)
Online Access:	http://umpir.ump.edu.my/id/eprint/6651/ http://umpir.ump.edu.my/id/eprint/6651/1/A_Statistical_Test_for_the_Stability_of_Covariance_Structure.pdf

Similar Items

Asymptotic distribution of sample covariance determinant
by: Djauhari, Maman A.
Published: (2009)

The Influence Of Geothermal Environment To The Quality Of Porcelain Insulator: A Gap Analysis
by: Nur Syahidah, Yusoff, et al.
Published: (2012)

Conjecture on Minimum Covariance Determinant (MCD) Location and Scatter
by: A. Djauhari, Maman
Published: (2009)

Power Of Test: Box M’s Test Versus Jennrich’s Test
by: Nur Syahidah, Yusoff, et al.
Published: (2016)

Correlation network analysis of international postgraduate students’ satisfaction in Top Malaysian Universities: A robust approach
by: Sharif, Shamshuritawati, et al.
Published: (2012)

Network Topology of Foreign Exchange Rate
by: Shamshuritawati, Sharif, et al.
Published: (2012)

A social network analysis on organizational commitment in Malaysia
by: Nur Syahidah, Yusoff, et al.
Published: (2012)

Testing for instability in covariance structures
by: Kao, Chihwa, et al.
Published: (2017)

A proposed centrality measure: The case of stocks traded at Bursa Malaysia
by: Sharif, Shamshuritawati, et al.
Published: (2012)

A network topology approach to diagnose the shift of covariance structure
by: Nur Syahidah, Yusoff, et al.
Published: (2018)

Organizational Commitment in Malaysian Public University: An Evidence via Social Network Analysis
by: Nur Syahidah, Yusoff, et al.
Published: (2012)

Multivariate time series similarity-based complex network in stocks market analysis: case of NYSE during global crisis 2008
by: Djauhari, Maman Abdurachman, et al.
Published: (2015)

A distribution free test to detect general dependence between a response variable and a covariate in the presence of heteroscedastic treatment effects
by: Wang, Haiyan, et al.
Published: (2010)

PLUS highway network analysis: case of in-coming traffic burden in 2013
by: Mohd Asrah, Norhaidah, et al.
Published: (2016)

The most important centrality measures in plus highway traffic network: an approach based on effective variance
by: Mohd Asrah, Norhaidah, et al.
Published: (2018)

Multivariate outlier detection in currency exchange rate
by: Sharif, Shamshuritawati, et al.
Published: (2013)

Network topology of foreign exchange rate
by: Sharif, Shamshuritawati, et al.
Published: (2012)

Monitoring variability in complex manufacturing process: data analysis viewpoint with application
by: Djauhari, Maman Abdurachman, et al.
Published: (2019)

Data Science Project I and Data Science Project II Presentation Day
by: Wan Nur Syahidah, Wan Yusoff
Published: (2023)

Monitoring variability in complex manufacturing process: data analysis viewpoint with application
by: Djauhari, Maman Abdurachman, et al.
Published: (2019)

Network analysis on safety culture and worker‘s behaviour : A forest of all minimum spanning trees
by: Djauhari, Maman A., et al.
Published: (2012)

The impact of the initial condition on covariate augmented unit root tests
by: Aristidou, Chrystalleni, et al.
Published: (2016)

Statistical Packages for Social Sciences workshop (SPSS)
by: M. M., Yusoff, et al.
Published: (2011)

Introduction to lattice statistical mechanics
by: Ganikhodjaev, Nasir, et al.
Published: (2016)

Computational Efficiency of Generalized Variance and Vector Variance
by: Shamshuritawati, Sharif, et al.
Published: (2014)

Detecting a currency's dominance using multivariate time series analysis
by: Nur Syahidah, Yusoff, et al.
Published: (2017)

Understanding the Shift of Correlation Matrices During Financial Crisis: A Network Topology
by: Nur Syahidah, Yusoff, et al.
Published: (2015)

Identifying the Influential Variable using Centrality Measure: A Case of Multivariate Time Series
by: Nur Syahidah, Yusoff, et al.
Published: (2016)

Statistical tests for large tree-structured data
by: Bharath, Karthik, et al.
Published: (2017)

A synthetic data generation procedure for univariate circular data with various outliers scenarios using Python programming language
by: Nur Syahirah, Zulkipli, et al.
Published: (2021)

Dirichlet’s theorem and prime gap statistics
by: Pah, Chin Hee
Published: (2011)

Students’ Attitudes Towards Learning Statistics
by: Ghulami, Hassan Rahnaward, et al.
Published: (2015)

Organizational commitment in Malaysian public university: An evidence via social network analysis
by: Yusoff, Nur Syahidah, et al.
Published: (2012)

Boundary layer flow of mixed convection viscoelastic micropolar fluid over a horizontal circular cylinder with aligned magnetohydrodynamic effect
by: Laila Amera, Aziz, et al.
Published: (2017)

Introduction to mathematical statistics
by: Messikh Azeddine, Azeddine
Published: (2016)

Dirichlet's theorem related prime gap statistics
by: Pah, Chin Hee
Published: (2016)

Identifying Influential Variables in Complex System: Network Topology Versus Principal Component Analysis
by: Nur Syahidah, Yusoff, et al.
Published: (2016)

Testing Moderating Effects for the Causal Structure Model of Self-Action-Outcome (SAO Model)
by: Ramle, Abid, et al.
Published: (2015)

Abnormalities detection in apert syndrome using hierarchical clustering algorithms
by: Nur Syahirah, Zulkipli, et al.
Published: (2025)

The multiple outliers detection for circular univariate data using different agglomerative clustering algorithms
by: Nur Syahirah, Zulkipli, et al.
Published: (2024)