Multivariate sign-based tests for a class of testing problems on the eigenvalues of scatter matrices are constructed. The class of testing problems is characterized by real mappings $h$ say. A necessary and sufficient condition on $h$ to obtain asymptotically valid sign-based procedures is identified. A simulation study shows the very good robustness properties of our sign tests while their practical relevance is illustrated on a real data set.

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关于散点矩阵特征值的一些多元符号检验

针对散布矩阵特征值的一类测试问题构建了基于符号的多元检验。测试问题的类别由真实映射来表征$H$说。的充分必要条件$H$获得渐近有效的基于符号的程序被识别。模拟研究显示了我们的符号测试具有非常好的稳健性，同时它们的实际相关性在真实数据集上得到了说明。