Power comparisons of two-sided tests of equality of two covariance matrices based on six criteria

zbMath0447.62054MaRDI QIDQ1146473

S. Sylvia Chu, K. C. S. Pillai

Publication date: 1979

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

power comparisonsWilks criterionPillai traceRoy largest rootHotelling tracelargest-smallest roots testmodified likelihood ratiotwo-sided tests of equality of covariance matrices

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15)

Related Items

Likelihood ratio test for one-sided hypothesis of covariance matrices of two normal populations, Power comparisons of two-sided tests of equality of two covariance matrices based on six criteria, Some complex variable transformations and exact power comparisons of two- sided tests of equality of two Hermitian covariance matrices, A statistical method for the serial comparison of vector cardiograms, Likelihood ratio tests for equality of shape under varying degrees of orientation invariance, Power Function Studies

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