Visualizing Tests for Equality of Covariance Matrices
From MaRDI portal
Publication:5869269
DOI10.1080/00031305.2018.1497537OpenAlexW2803189886WikidataQ129557977 ScholiaQ129557977MaRDI QIDQ5869269
Matthew Sigal, Michael L. Friendly
Publication date: 28 September 2022
Published in: The American Statistician (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1805.05756
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Robust statistic for the one-way MANOVA
- Elliptical insights: understanding statistical methods through elliptical geometry
- The impact of Levene's test of equality of variances on statistical theory and practice
- Data-based graphics: Visual display in the decades to come
- Law of log determinant of sample covariance matrix and optimal estimation of differential entropy for high-dimensional Gaussian distributions
- Robust and Efficient One-Way MANOVA Tests
- Bootstrap Critical Values for Testing Homogeneity of Covariance Matrices
- Robust Tests for the Equality of Variances
- Comparative Robustness of Six Tests in Multivariate Analysis of Variance
- Properties of sufficiency and statistical tests
- A GENERAL DISTRIBUTION THEORY FOR A CLASS OF LIKELIHOOD CRITERIA
- THE USE OF RANGE IN ANALYSIS OF VARIANCE
- NON-NORMALITY AND TESTS ON VARIANCES
This page was built for publication: Visualizing Tests for Equality of Covariance Matrices