Two step-down tests for equality of covariance matrices

Two step-down tests for equality of covariance matrices

10.1016/j.laa.2006.02.013

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Bibliographic Details
Main Authors: Chaudhuri, S., Perlman, M.D.
Other Authors: STATISTICS & APPLIED PROBABILITY
Format: Article
Published: 2014
Subjects:
Bartlett's test
Likelihood ratio test
Multivariate normal distributions
Precision matrices
Simultaneous confidence regions
Step-down tests
Testing equality of covariance matrices
Unbiased tests
Online Access:http://scholarbank.nus.edu.sg/handle/10635/105446
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Institution: National University of Singapore

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http://scholarbank.nus.edu.sg/handle/10635/105446

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