Large Sample Tests for the Equality of Two Covariance Matrices

DOI10.1214/aoms/1177692708zbMath0255.62050OpenAlexW2005749490MaRDI QIDQ5670100

Maxwell W. J. Layard

Publication date: 1972

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177692708

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Nonparametric robustness (62G35) Hypothesis testing in multivariate analysis (62H15)

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