Testing the equality of several covariance matrices

DOI10.1080/00949655.2010.481790zbMath1431.62239OpenAlexW2088698143MaRDI QIDQ4914970

Thu Pham Gia, Noyan Turkkan

Publication date: 16 April 2013

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2010.481790

zbMATH Keywords

percentilessimulationdeterminantlatent rootsbeta distributionMeijer functioncovariance matrix likelihood ratio

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15)

Related Items (2)

Distribution of the product of determinants of noncentral bimatrix beta variates ⋮ Distributions of powers of the central beta matrix variates and applications

Cites Work

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• Statistical Discrimination Analysis Using the Maximum Function
• Admissible Bayes Character of $T^2-, R^2-$, and Other Fully Invariant Tests for Classical Multivariate Normal Problems
• Properties of Power Functions of Some Tests Concerning Dispersion Matrices of Multivariate Normal Distributions
• Properties of sufficiency and statistical tests

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