Pages that link to "Item:Q3707139"

The following pages link to Testing for the Equality of the Variance-Covariance Matrices of Two Jointly Normal Vector Variables (Q3707139):

Displaying 9 items.

• A \(p\)-value for testing the equivalence of the variances of a bivariate normal distribution (Q951058) (← links)
• An asymptotic test for redundancy of variables in the comparison of two covariance matrices (Q1070712) (← links)
• A likelihood ratio test and its modifications for the homogeneity of the covariance matrices of dependent multivariate normals (Q1125546) (← links)
• Statistical tests for structural relationship (Q1186638) (← links)
• On an optimum test of the equality of two covariance matrices (Q1206657) (← links)
• Testing the equality of mean vectors for paired doubly multivariate observations in blocked compound symmetric covariance matrix setup (Q2348442) (← links)
• Two step-down tests for equality of covariance matrices (Q2497943) (← links)
• Testing for equality of ordered eigenvectors of two multivariate normal populations (Q2515378) (← links)
• (Q3201360) (← links)