Bootstrap Critical Values for Testing Homogeneity of Covariance Matrices
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Publication:4031149
DOI10.2307/2290273zbMath0781.62084OpenAlexW4244685585MaRDI QIDQ4031149
Publication date: 1 April 1993
Full work available at URL: http://www.lib.ncsu.edu/resolver/1840.4/3450
resamplingbootstrap critical valuestest validitytesting equality of covariance matricesBartlett's modified likelihood ratio statisticpooled bootstrap procedurequadratic form test statistics
Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)
Related Items (18)
Testing hypotheses about covariance matrices in general MANOVA designs ⋮ Bootstrapping the general linear hypothesis test ⋮ Testing hypotheses about covariance matrices using bootstrap methods ⋮ Robust tests of the equality of two high-dimensional covariance matrices ⋮ Compact matrix expressions for generalized Wald tests of equality of moment vectors ⋮ A new method for multi-sample high-dimensional covariance matrices test based on permutation ⋮ Optimal rank-based tests for homogeneity of scatter ⋮ Some tests for the equality of covariance matrices ⋮ Some multiple comparison procedures for variances from non-normal populations. ⋮ Checking the adequacy of the multivariate semiparametric location shift model ⋮ Near-exact distributions for the likelihood ratio test statistic to test equality of several variance-covariance matrices in elliptically contoured distributions ⋮ Testing for Common Principal Components under Heterokurticity ⋮ Optimal tests for homogeneity of covariance, scale, and shape ⋮ Testing equality of covariance matrices when data are incomplete ⋮ Tests of covariance matrix by using projection pursuit and bootstrap method ⋮ The simultaneous test of equality and circularity of several covariance matrices ⋮ The effects of nonnormality on asymptotic distributions of some likelihood ratio criteria for testing covariance structures under normal assumption ⋮ Visualizing Tests for Equality of Covariance Matrices
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