Pages that link to "Item:Q957254"
From MaRDI portal
The following pages link to A robust testing procedure for the equality of covariance matrices (Q957254):
Displaying 15 items.
- A general near-exact distribution theory for the most common likelihood ratio test statistics used in multivariate analysis (Q261476) (← links)
- Testing equality of covariance matrices when data are incomplete (Q1020078) (← links)
- Editorial: Machine learning and robust data mining (Q1020795) (← links)
- Tests of covariance matrix by using projection pursuit and bootstrap method (Q1272730) (← links)
- An extreme-value approach for testing the equality of large U-statistic based correlation matrices (Q1740532) (← links)
- Global identification of joint drive gains and dynamic parameters of parallel robots (Q2340343) (← links)
- Robust asymptotic tests for the equality of multivariate coefficients of variation (Q2398082) (← links)
- An exact test about the covariance matrix (Q2637609) (← links)
- A robust procedure for testing the equality of mean vectors of two bivariate populations with unequal covariance matrices (Q3473232) (← links)
- On the tiku-balakrishnan tests for equality of covariance matrices (Q3473233) (← links)
- Testing the equality of variance-covariance matrices the robust way (Q3716081) (← links)
- On Multiple Covariance Equality Testing with Application to SAR Change Detection (Q4621890) (← links)
- Testing the equality of several covariance matrices (Q4914970) (← links)
- An accurate test for the equality of covariance matrices from decomposable graphical Gaussian models (Q5413639) (← links)
- Visualizing Tests for Equality of Covariance Matrices (Q5869269) (← links)
