A note on homogeneity tests of covariance matrices

DOI10.1080/03610928908830037zbMath0696.62238OpenAlexW2003332814MaRDI QIDQ3473235

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Publication date: 1989

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928908830037

zbMATH Keywords

asymptotic testsprojection pursuittwo stage testsWatson's procedure

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15)

Related Items (1)

Two step-down tests for equality of covariance matrices

Cites Work

• On the distribution of a statistic used for testing a covariance matrix
• Properties of sufficiency and statistical tests
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