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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 4-May-2016 14:24:50 (UTC+8)
參考文獻 參考資料\r\n1. 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.\r\n2. Anderson, T. W. (1958): An Introduction to Multivariate Statistical Analysis. New York, John Willey & Sons. Sec,10.7.4.\r\n3. Anderson. T. W. (1963): Asymptotic theoy for principal component analysis. Ann. Math. Stat.. 34, 122-148.\r\n4. Bartlett. M. S. (l954): A note on multiplying factors for various approximations. J. R . Stat. Soc. Ser. B. 16.296-298.\r\n5. 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.\r\n6. Davis. A. W. (1971): Percentile approximations for a class of likelihood ratio criteria. Biometrika, 58, 349-356.\r\n7. 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.\r\n3. Johnson. R.A. and Wichern, D. W. (l982) :Applid Multivariate Statistical Analysis. Prentice Hall, Inc., Englewood Cliffs. New Jersey.\r\n9 . 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.\r\n10. Lawley, D. N. (1956): Test of significance for the latent roots of covariance and correlation matrices Biometrika,43,128-136.\r\n11. Muirhead. Robb J. (1982) Aspects of Multivariate Statistical Theory. New York. John Willey & Sons. pp . 79-85 333-351.\r\n12. Nagarsenker, B. N. and Pillai. K. C. S. (1973a): The distribution of the sphericity test criterion. J. Multivariate Anal.3. 226-235.\r\n13. 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.\r\n14. 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.\r\n15. 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
dc.contributor.advisor 黃登源zh_TW
dc.contributor.author (Authors) 張欽智zh_TW
dc.creator (作者) 張欽智zh_TW
dc.date (日期) 1988en_US
dc.date.accessioned 4-May-2016 14:24:50 (UTC+8)-
dc.date.available 4-May-2016 14:24:50 (UTC+8)-
dc.date.issued (上傳時間) 4-May-2016 14:24:50 (UTC+8)-
dc.identifier (Other Identifiers) B2002005738en_US
dc.identifier.uri (URI) https://ah.lib.nccu.edu.tw/item?item_id=102430-
dc.description (描述) 碩士zh_TW
dc.description (描述) 國立政治大學zh_TW
dc.description (描述) 統計學系zh_TW
dc.description.tableofcontents 目錄\r\n第一章 緒論………1\r\n第一節 研究動機與目的………1\r\n第二節 本文結構………1\r\n第二章 主成份分析與因子分析………3\r\n第一節 主成份分析………3\r\n第二節 因子分析………7\r\n第三節 主成份分析與因子分析的相關性………11\r\n第三章 共變異矩陣之檢定………12\r\n第一節 最概量………12\r\n第二節 概度比檢定………15\r\n第三節 檢定力函數………18\r\n第四章 樣本數之決定………21\r\n第五章 結論………31\r\n附錄一………32\r\n附錄二………34\r\n附錄三………36\r\n附錄四………40\r\n參考資料………44zh_TW
dc.source.uri (資料來源) http://thesis.lib.nccu.edu.tw/record/#B2002005738en_US
dc.title (題名) 多變量分析模型重要因素選取之樣本數決定方法zh_TW
dc.type (資料類型) thesisen_US
dc.relation.reference (參考文獻) 參考資料\r\n1. 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.\r\n2. Anderson, T. W. (1958): An Introduction to Multivariate Statistical Analysis. New York, John Willey & Sons. Sec,10.7.4.\r\n3. Anderson. T. W. (1963): Asymptotic theoy for principal component analysis. Ann. Math. Stat.. 34, 122-148.\r\n4. Bartlett. M. S. (l954): A note on multiplying factors for various approximations. J. R . Stat. Soc. Ser. B. 16.296-298.\r\n5. 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.\r\n6. Davis. A. W. (1971): Percentile approximations for a class of likelihood ratio criteria. Biometrika, 58, 349-356.\r\n7. 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.\r\n3. Johnson. R.A. and Wichern, D. W. (l982) :Applid Multivariate Statistical Analysis. Prentice Hall, Inc., Englewood Cliffs. New Jersey.\r\n9 . 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.\r\n10. Lawley, D. N. (1956): Test of significance for the latent roots of covariance and correlation matrices Biometrika,43,128-136.\r\n11. Muirhead. Robb J. (1982) Aspects of Multivariate Statistical Theory. New York. John Willey & Sons. pp . 79-85 333-351.\r\n12. Nagarsenker, B. N. and Pillai. K. C. S. (1973a): The distribution of the sphericity test criterion. J. Multivariate Anal.3. 226-235.\r\n13. 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.\r\n14. 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.\r\n15. Sugiura. N. (1969): Asymptotic expansions of the likelihood ratio criteria for covariance matrix. Ann. Math.Stat.,40,2051-2063.zh_TW