Testing for the equality of several correlation matrices

DOI10.1016/0167-7152(95)00048-8zbMath0845.62043OpenAlexW4244759309WikidataQ127332975 ScholiaQ127332975MaRDI QIDQ1916173

James R. Schott

Publication date: 18 September 1996

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(95)00048-8

zbMATH Keywords

likelihood ratio testsimulation resultsWald statisticsignificance levelstest of equality of correlation matrices

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15)

Related Items

Testing the equality of correlation matrices when sample correlation matrices are dependent, Estimating correlation matrices that have common eigenvectors., Test for high-dimensional correlation matrices

Cites Work

• The comparison of sample covariance matrices using likelihood ratio tests
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item