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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 4-五月-2016 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 dc.contributor.advisor 黃登源 zh_TW dc.contributor.author (作者) 張欽智 zh_TW dc.creator (作者) 張欽智 zh_TW dc.date (日期) 1988 en_US dc.date.accessioned 4-五月-2016 14:24:50 (UTC+8) - dc.date.available 4-五月-2016 14:24:50 (UTC+8) - dc.date.issued (上傳時間) 4-五月-2016 14:24:50 (UTC+8) - dc.identifier (其他 識別碼) B2002005738 en_US dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/90504 - 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 第一章 緒論………1 第一節 研究動機與目的………1 第二節 本文結構………1 第二章 主成份分析與因子分析………3 第一節 主成份分析………3 第二節 因子分析………7 第三節 主成份分析與因子分析的相關性………11 第三章 共變異矩陣之檢定………12 第一節 最概量………12 第二節 概度比檢定………15 第三節 檢定力函數………18 第四章 樣本數之決定………21 第五章 結論………31 附錄一………32 附錄二………34 附錄三………36 附錄四………40 參考資料………44 zh_TW dc.source.uri (資料來源) http://thesis.lib.nccu.edu.tw/record/#B2002005738 en_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) thesis en_US dc.relation.reference (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. zh_TW
