On testing for clusters using the sample covariance

Peter Bryant

Journal of Multivariate Analysis, 1975, vol. 5, issue 1, 96-105

Abstract: This paper analyzes the problem of using the sample covariance matrix to detect the presence of clustering in p-variate data in the special case when the component covariance matrices are known up to a constant multiplier. For the case of testing one population against a mixture of two populations, tests are derived and shown to be optimal in a certain sense. Some of their distribution properties are derived exactly. Some remarks on the extensions of these tests to mixtures of k

Keywords: Clusters; Mixtures; Wishart; Matrix (search for similar items in EconPapers)
Date: 1975
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