The likelihood ratio test foe the homogeneity of the variances in a covariance matrix with block compound symmetry
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Publication:4541725
DOI10.1080/03610920008832537zbMath1012.62061OpenAlexW2129242506MaRDI QIDQ4541725
Guoyong Jiang, Sanat Kumar Sarkar
Publication date: 28 July 2002
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610920008832537
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Cites Work
- Asymptotic nonnull distributions for likelihood ratio statistics in the multivariate normal patterned mean and covariance matrix testing problem
- A likelihood ratio test and its modifications for the homogeneity of the covariance matrices of dependent multivariate normals
- Testing for equality of variance of correlated normal variables
- Testing equality of variances in the analysis of repeated measurements
- Some Asymptotic Tests for the Equality of the Covariance Matrices of Two Dependent Bivariate Normals
- A NOTE ON NORMAL CORRELATION
- Testing Compound Symmetry in a Normal Multivariate Distribution
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