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    政大機構典藏 > 商學院 > 統計學系 > 學位論文 >  Item 140.119/90504


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    題名: 多變量分析模型重要因素選取之樣本數決定方法
    作者: 張欽智
    貢獻者: 黃登源
    張欽智
    日期: 1988
    上傳時間: 2016-05-04 14:24:50 (UTC+8)
    參考文獻: 參考資料
    1. Anderson, G. A. (1965): An asymptotic expansion for the distribution of the latent roots of the estimated covariance matrix. Ann. Math. Stat. ,36,1153-1173.
    2. Anderson, T. W. (1958): An Introduction to Multivariate Statistical Analysis. New York, John Willey & Sons. Sec,10.7.4.
    3. Anderson. T. W. (1963): Asymptotic theoy for principal component analysis. Ann. Math. Stat.. 34, 122-148.
    4. Bartlett. M. S. (l954): A note on multiplying factors for various approximations. J. R . Stat. Soc. Ser. B. 16.296-298.
    5. Consul. P . C. (1967):On the exact distribution of the criterion W for testing sphericity in a p-variate normal distribution. Ann.Math.Stat.38.1170-1174.
    6. Davis. A. W. (1971): Percentile approximations for a class of likelihood ratio criteria. Biometrika, 58, 349-356.
    7. James, A. T. (1969) : Test of equality of the latent roots of the covariance matrix. In Multivariate Anaysis ( P. R. Krishnaiah. ed. ) Vol. II , pp. 205-218. Academic Press. New York.
    3. Johnson. R.A. and Wichern, D. W. (l982) :Applid Multivariate Statistical Analysis. Prentice Hall, Inc., Englewood Cliffs. New Jersey.
    9 . Khatri. C. G., and Srivastava, M. S. (l974): Asymptotic expansions of the non-nul1 distribution of likelihood ratio criteria for covariance matrix. Ann. Stat. ,2,109-117.
    10. Lawley, D. N. (1956): Test of significance for the latent roots of covariance and correlation matrices Biometrika,43,128-136.
    11. Muirhead. Robb J. (1982) Aspects of Multivariate Statistical Theory. New York. John Willey & Sons. pp . 79-85 333-351.
    12. Nagarsenker, B. N. and Pillai. K. C. S. (1973a): The distribution of the sphericity test criterion. J. Multivariate Anal.3. 226-235.
    13. Nagarsenker. B. N. and Pillai. K. C. S. (1973b): Distribution of the likelihood ratio criterion for testing a hypothesis specifying a covariance Matrix Biometrika.60,359-394.
    14. Pillai. K. C. S. and Nagarsenker. B. N. (1971) :On the distribution of the Sphericify test criterion in classical and complex normal populations having unkown covariance matrices. Ann. Math. Statist. 42, 764-767.
    15. Sugiura. N. (1969): Asymptotic expansions of the likelihood ratio criteria for covariance matrix. Ann. Math.Stat.,40,2051-2063.
    描述: 碩士
    國立政治大學
    統計學系
    資料來源: http://thesis.lib.nccu.edu.tw/record/#B2002005738
    資料類型: thesis
    顯示於類別:[統計學系] 學位論文

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