An asymptotic test for redundancy of variables in the comparison of two covariance matrices

DOI10.1016/0167-7152(86)90074-XzbMath0585.62096OpenAlexW1997550637MaRDI QIDQ1070712

Bernhard N. Flury

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)90074-x

zbMATH Keywords

spectraldecompositioneigenvectorselliptical distributionscharacteristic rootsrobust estimatorscovariance matricesasymptotic chi squared test statisticasymptotic test for redundancyp-variate normal populations

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15)

Cites Work

• A class of asymptotic tests for principal component vectors
• Asymptotic inference for eigenvectors
• Reduced-rank regression for the multivariate linear model
• Radial estimates and the test for sphericity
• Asymptotic Distributions of Some Multivariate Tests

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