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On testing for clusters using the sample covariance

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  • Bryant, Peter

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

Suggested Citation

  • Bryant, Peter, 1975. "On testing for clusters using the sample covariance," Journal of Multivariate Analysis, Elsevier, vol. 5(1), pages 96-105, March.
    • Handle: RePEc:eee:jmvana:v:5:y:1975:i:1:p:96-105
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    Keywords

    Clusters Mixtures Wishart Matrix;

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