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Some Asymptotic Tests for the Equality of the Covariance Matrices of Two Dependent Bivariate Normals

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Publication:4397355
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DOI<205::AID-BIMJ205>3.0.CO;2-6 10.1002/(SICI)1521-4036(199806)40:2<205::AID-BIMJ205>3.0.CO;2-6zbMath0898.62070OpenAlexW2046587421MaRDI QIDQ4397355

Guoyong Jiang, Sanat Kumar Sarkar

Publication date: 3 November 1998

Full work available at URL: https://doi.org/10.1002/(sici)1521-4036(199806)40:2<205::aid-bimj205>3.0.co;2-6


zbMATH Keywords

Wald statisticdelta methodPitman-Morgan testasymptotically distribution-freevariance-stabilizing transformationsasymptotic multivariate theorybioavailability/bioequivalence


Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Hypothesis testing in multivariate analysis (62H15)


Related Items

The likelihood ratio test foe the homogeneity of the variances in a covariance matrix with block compound symmetry ⋮ A likelihood ratio test and its modifications for the homogeneity of the covariance matrices of dependent multivariate normals ⋮ Small sample likelihood inference for the ratio of means.



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