On monotonicity of the modified likelihood ratio test for the equality of two covariances

DOI10.1016/0047-259X(78)90077-5zbMath0383.62028MaRDI QIDQ1248857

Edward M. Carter, Chinubal G. Khatri, Muni S. Srivastava

Publication date: 1978

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15)

Related Items (4)

A new test for the proportionality of two large-dimensional covariance matrices ⋮ Invariant Polynomials and Related Tests ⋮ Power Function Studies ⋮ Optimal tests for homogeneity of covariance, scale, and shape

Cites Work

• Unbiasedness of Some Test Criteria for the Equality of One or Two Covariance Matrices
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