One-sided test for the equality of two covariance matrices
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Publication:1314458
DOI10.1214/aos/1176349263zbMath0786.62057OpenAlexW2019022253MaRDI QIDQ1314458
Publication date: 16 February 1994
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176349263
Wishart distributionslimiting null distributionsmultivariate variance components modelchi-bar-squared distributionsordered restricted inferencelikelihood ratio criteria
Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Parametric inference under constraints (62F30) Analysis of variance and covariance (ANOVA) (62J10)
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