Testing the equality of covariance matrices under intraclass correlation models

DOI10.1007/BF02504654zbMath0354.62048OpenAlexW2017812393MaRDI QIDQ1236856

Chien-Pai Han

Publication date: 1975

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

Full work available at URL: https://doi.org/10.1007/bf02504654

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Analysis of variance and covariance (ANOVA) (62J10)

Related Items (3)

Testing the equality of several intraclass correlation coefficients ⋮ Nonnull distribution of the likelihood ratio criterion for testing equality of covariance matrices under intraclass correlation model ⋮ Tests Concerning Equicorrelation Matrices with Grouped Normal Data

Cites Work

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• Some Tests for the Intraclass Correlation Model
• Generalized Asymptotic Expansions of Cornish-Fisher Type
• Tests for the Equality of Covariance Matrices under the Intraclass Correlation Model
• On Bartlett's Test and Lehmann's Test for Homogeneity of Variances
• Properties of sufficiency and statistical tests
• TESTS OF HYPOTHESES CONCERNING LOCATION AND SCALE PARAMETERS
• A GENERAL DISTRIBUTION THEORY FOR A CLASS OF LIKELIHOOD CRITERIA
• Upper 5 and 1% points of the maximum F-ratio

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