On testing the equality of latent roots of scatter matrices under ellipticity

DOI10.1016/j.jmva.2023.105232OpenAlexW4386571120MaRDI QIDQ6183686

Thomas Verdebout, Gaspard Bernard

Publication date: 4 January 2024

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2023.105232

zbMATH Keywords

hypothesis testingelliptical distributionslatent roots

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Asymptotic properties of parametric tests (62F05) Multivariate analysis (62Hxx)

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