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Testing the equality of correlation matrices - MaRDI portal

Testing the equality of correlation matrices (Q4202722)

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scientific article; zbMATH DE number 408507
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English
Testing the equality of correlation matrices
scientific article; zbMATH DE number 408507

    Statements

    Testing the equality of correlation matrices (English)
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    19 December 1993
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    covariance matrices
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    asymptotic chi-square
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    linear combination of independent chi-squares
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    test of equality of correlation matrices
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    new test statistic
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    power
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    quadratic form
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    comparing adjacent groups
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    approximations
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