On Tests of the Equality of Two Covariance Matrices
From MaRDI portal
Publication:5532837
DOI10.1214/aoms/1177698533zbMath0153.47804OpenAlexW2016437046MaRDI QIDQ5532837
Publication date: 1968
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177698533
Related Items (8)
Minimal complete classes of invariant tests for equality of normal covariance matrices and sphericity ⋮ Locally minimax test of the equality of two covariance matrices ⋮ Invariant scale matrix hypothesis tests under elliptical symmetry ⋮ Some robust tests of independence in symmetrical multivariate distributions ⋮ On an optimum test of the equality of two covariance matrices ⋮ Power Function Studies ⋮ Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution ⋮ Locally best invariant and locally minimax test of independence
This page was built for publication: On Tests of the Equality of Two Covariance Matrices
