Pages that link to "Item:Q5932164"

The following pages link to Some tests for the equality of covariance matrices (Q5932164):

Displaying 32 items.

• A test for the equality of covariance matrices when the dimension is large relative to the sample sizes (Q149039) (← links)
• Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions (Q385782) (← links)
• Tests for covariance matrix with fixed or divergent dimension (Q385784) (← links)
• A note on the fourth cumulant of a finite mixture distribution (Q391952) (← links)
• Empirical likelihood test for the equality of several high-dimensional covariance matrices (Q824242) (← links)
• Optimal rank-based tests for homogeneity of scatter (Q930654) (← links)
• Optimal tests for homogeneity of covariance, scale, and shape (Q1000571) (← links)
• Testing equality of covariance matrices when data are incomplete (Q1020078) (← links)
• On Schott's and Mao's test statistics for independence of normal random vectors (Q1644198) (← links)
• Generalized Schott type tests for complete independence in high dimensions (Q2022562) (← links)
• Limiting distributions of likelihood ratio test for independence of components for high-dimensional normal vectors (Q2317887) (← links)
• Some equalities and inequalities for covariance matrices of estimators under linear model (Q2359168) (← links)
• Robust asymptotic tests for the equality of multivariate coefficients of variation (Q2398082) (← links)
• On some tests of the covariance matrix under general conditions (Q2502129) (← links)
• An exact test about the covariance matrix (Q2637609) (← links)
• Reduced-rank estimation of the difference between two covariance matrices (Q2655065) (← links)
• Algorithm AS 250: Tests of the Equality of Dispersion Matrices (Q3201364) (← links)
• Likelihood Ratio Tests for High‐Dimensional Normal Distributions (Q3460657) (← links)
• On the tiku-balakrishnan tests for equality of covariance matrices (Q3473233) (← links)
• The Covariance Matrix of the Information Matrix Test (Q3678543) (← links)
• Testing Independence via Spectral Moments (Q4554535) (← links)
• A study of two high-dimensional likelihood ratio tests under alternative hypotheses (Q4603582) (← links)
• (Q4711001) (← links)
• An Approximation for the Test of the Equality of the Smallest Eigenvalues of a Covariance Matrix (Q4904700) (← links)
• Testing the equality of several covariance matrices (Q4914970) (← links)
• A STATISTIC FOR TESTING THE EQUALITY OF EIGENVALUE OF COVARIANCE MATRIX ON MULTIPOPULATION (Q4916878) (← links)
• Visualizing Tests for Equality of Covariance Matrices (Q5869269) (← links)
• Preliminary Multiple-Test Estimation, With Applications to <i>k</i>-Sample Covariance Estimation (Q6110709) (← links)
• Limiting distributions of the likelihood ratio test statistics for independence of normal random vectors (Q6157048) (← links)
• Bayesian hierarchical modeling on covariance valued data (Q6548772) (← links)
• Simultaneous modeling of multivariate heterogeneous responses and heteroskedasticity via a two-stage composite likelihood (Q6594190) (← links)
• Spectrum of high-dimensional sample covariance and related matrices: a selective review (Q6645567) (← links)