Testing the equality of variance-covariance matrices the robust way

DOI10.1080/03610928508829093zbMath0588.62089OpenAlexW2001536791MaRDI QIDQ3716081

Moti L. Tiku, Narayanaswamy Balakrishnan

Publication date: 1985

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

Full work available at URL: https://doi.org/10.1080/03610928508829093

zbMATH Keywords

outliersnonparametric testsmodified maximum likelihood estimatorslikelihood-ratio testsequality of variance-covariance matrices

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (8)

Robust multivariate analysis of variability ⋮ On the tiku-balakrishnan tests for equality of covariance matrices ⋮ Robust tests of the equality of two high-dimensional covariance matrices ⋮ The influence in comparing covariance matrices ⋮ Testing for Homogeneity of Multivariate Dispersions Using Dissimilarity Measures ⋮ Some tests for the equality of covariance matrices ⋮ Distance‐Based Tests for Homogeneity of Multivariate Dispersions ⋮ Testing equality of covariance matrices when data are incomplete

Cites Work

• Robustness of MML estimators based on censored samples and robust test statistics
• Robust statistics for testing mean vectors of multivariate distributions
• Robust multivariate classification procedures based on the mml estimators
• Testing Linear Contrasts of Means in Experimental Design Without Assuming Normality and Homogeneity of Variances
• A GENERAL DISTRIBUTION THEORY FOR A CLASS OF LIKELIHOOD CRITERIA
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