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  • 1
    Electronic Resource
    Electronic Resource
    Springer
    Journal of classification 1 (1984), S. 243-253 
    ISSN: 1432-1343
    Keywords: Distance between groups ; Location model ; Mixed variables ; Monte Carlo methods ; Simulation
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract The location model is a useful tool in parametric analysis of mixed continuous and categorical variables. In this model, the continuous variables are assumed to follow different multivariate normal distributions for each possible combination of categorical variable values. Using this model, a distance between two populations involving mixed variables can be defined. To date, however, no distributional results have been available, against which to assess the outcomes of practical applications of this distance. The null distribution of estimated distance is therefore considered in this paper, for a range of possible situations. No explicit analytical expressions are derived for this distribution, but easily implementable Monte Carlo schemes are described. These are then applied to previously cited examples.
    Type of Medium: Electronic Resource
    Library Location Call Number Volume/Issue/Year Availability
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  • 2
    Electronic Resource
    Electronic Resource
    Springer
    Statistics and computing 3 (1993), S. 37-44 
    ISSN: 1573-1375
    Keywords: bootstrapping ; eigenvalues ; eigenvectors ; Monte Carlo methods ; random permutations ; significance levels
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract Permutational tests are proposed for the hypotheses that two population correlation matrices have common eigenvectors, and that two population correlation matrices are equal. The only assumption made in these tests is that the distributional form is the same in the two populations; they should be useful as a prelude either to tests of mean differences in grouped standardised data or to principal component investigation of such data. The performance of the permutational tests is subjected to Monte Carlo investigation, and a comparison is made with the performance of the likelihood-ratio test for equality of covariance matrices applied to standardised data. Bootstrapping is considered as an alternative to permutation, but no particular advantages are found for it. The various tests are applied to several data sets.
    Type of Medium: Electronic Resource
    Library Location Call Number Volume/Issue/Year Availability
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