Proportionality of k covariance matrices
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Publication:1068490
DOI10.1016/0167-7152(86)90035-0zbMath0582.62043OpenAlexW2068642349MaRDI QIDQ1068490
Publication date: 1986
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(86)90035-0
algorithmnumerical exampleeigenvalueseigenvectorslikelihood ratio statisticasymptotic testmaximum likelihood estimation of proportional covariance matricesnormality assumptionstesting the hypothesis of proportionality
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Cites Work
- Some Distribution Problems Connected with the Characteristic Roots of $S_1S^{-1}_2$
- On the Distributions of the Ratios of the Roots of a Covariance Matrix and Wilks' Criterion for Tests of Three Hypotheses
- Linear Statistical Inference and its Applications
- Testing Proportionality of Covariance Matrices
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