Testing for the equality of several correlation matrices (Q1916173)

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scientific article; zbMATH DE number 896061
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Testing for the equality of several correlation matrices
scientific article; zbMATH DE number 896061

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    Testing for the equality of several correlation matrices (English)
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    18 September 1996
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    test of equality of correlation matrices
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    simulation results
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    Wald statistic
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    significance levels
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    likelihood ratio test
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