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Locally minimax test of the equality of two covariance matrices - MaRDI portal

Locally minimax test of the equality of two covariance matrices (Q1136179)

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scientific article; zbMATH DE number 3664201
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Locally minimax test of the equality of two covariance matrices
scientific article; zbMATH DE number 3664201

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    Locally minimax test of the equality of two covariance matrices (English)
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    1980
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    locally minimax test of equality of covariance matrices
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    group of affine transformations
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    multinormal population
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    locally best invariant test
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