Testing for the equality of several correlation matrices (Q1916173)
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scientific article; zbMATH DE number 896061
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for the equality of several correlation matrices |
scientific article; zbMATH DE number 896061 |
Statements
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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0.9802257
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0.9540092
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0.9430767
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0.9422834
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