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Testing Proportionality of Covariance Matrices

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Publication:5803689
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DOI10.1214/aoms/1177729697zbMath0042.14501OpenAlexW2004697973MaRDI QIDQ5803689

Walter T. Federer

Publication date: 1951

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

Full work available at URL: https://doi.org/10.1214/aoms/1177729697


zbMATH Keywords

statistics



Related Items (10)

High-dimensional proportionality test of two covariance matrices and its application to gene expression data ⋮ Testing proportionality of two large-dimensional covariance matrices ⋮ High-dimensional testing for proportional covariance matrices ⋮ Testing proportionality of two high-dimensional covariance matrices ⋮ A new test for the proportionality of two large-dimensional covariance matrices ⋮ Testing the equality of two high‐dimensional spatial sign covariance matrices ⋮ A conversation with Walter T. Federer ⋮ A high dimensional nonparametric test for proportional covariance matrices ⋮ Tests for proportionality of matrices with large dimension ⋮ Proportionality of k covariance matrices




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