Performance evaluation of likelihood-ratio tests for assessing similarity of the covariance matrices of two multivariate normal populations (Q2807776)

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scientific article; zbMATH DE number 6584969
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Performance evaluation of likelihood-ratio tests for assessing similarity of the covariance matrices of two multivariate normal populations
scientific article; zbMATH DE number 6584969

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    Performance evaluation of likelihood-ratio tests for assessing similarity of the covariance matrices of two multivariate normal populations (English)
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    25 May 2016
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    spectral decomposition
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    LRT
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    Flury-Gautschi algorithm
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    size
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    shape and direction parameters
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