Conditions for invariance of the multivariate versions of Grubb's test and Bartlett's test under a general dependency structure
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Publication:1174582
DOI10.1007/BF02613601zbMath0744.62087MaRDI QIDQ1174582
Dean M. Young, Robert J. Pavur
Publication date: 25 June 1992
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/176334
sample covariance matrixWishart random matrixnull distributionsBartlett's testgeneral dependency structureGrubb's testmaximum squared-radii testpositive definite covariance structuretest for equal population covariance matrices
Related Items (4)
Independence-distribution-preserving dependency structures for the modified likelihood ratio test for detecting unequal covariance matrices ⋮ Independence distribution preserving joint covariance structures for the multivariate two-group case ⋮ A characterization of nonnegative-definite independence distribution-preserving covariance structures for the maximum squared-radii statistic ⋮ A characterization of the independence - distribution - preserving covariance structure for the multivariate maximum squared - radii statistic
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