Testing for the equality of several correlation matrices
type: Item
instance of: scholarly article
title: Testing for the equality of several correlation matrices
zbMATH Open document ID: 0845.62043
DOI: 10.1016/0167-7152(95)00048-8
author: James R. Schott
published in: Statistics \& Probability Letters
publication date: 1996-09-18T00:00:00Z
Mathematics Subject Classification ID: 62H15
zbMATH DE Number: 896061
zbMATH Keywords: test of equality of correlation matrices
zbMATH Keywords: simulation results
zbMATH Keywords: Wald statistic
zbMATH Keywords: significance levels
zbMATH Keywords: likelihood ratio test
MaRDI profile type: Publication
full work available at URL: 0167-7152(95)00048-8
OpenAlex ID: W4244759309
cites work: Q3960954
cites work: Q5826110
cites work: Q3994346
cites work: The comparison of sample covariance matrices using likelihood ratio tests
cites work: Q3219581
Wikidata QID: Q127332975
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description: scientific article; zbMATH DE number 896061