Two step-down tests for equality of covariance matrices

10.1016/j.laa.2006.02.013

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Main Authors: Chaudhuri, S., Perlman, M.D.
Other Authors: STATISTICS & APPLIED PROBABILITY
Format: Article
Published: 2014
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Online Access:http://scholarbank.nus.edu.sg/handle/10635/105446
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Institution: National University of Singapore
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spelling sg-nus-scholar.10635-1054462023-09-21T20:12:02Z Two step-down tests for equality of covariance matrices Chaudhuri, S. Perlman, M.D. STATISTICS & APPLIED PROBABILITY Bartlett's test Likelihood ratio test Multivariate normal distributions Precision matrices Simultaneous confidence regions Step-down tests Testing equality of covariance matrices Unbiased tests 10.1016/j.laa.2006.02.013 Linear Algebra and Its Applications 417 1 SPEC. ISS. 42-63 LAAPA 2014-10-28T05:16:21Z 2014-10-28T05:16:21Z 2006-08-01 Article Chaudhuri, S., Perlman, M.D. (2006-08-01). Two step-down tests for equality of covariance matrices. Linear Algebra and Its Applications 417 (1 SPEC. ISS.) : 42-63. ScholarBank@NUS Repository. https://doi.org/10.1016/j.laa.2006.02.013 00243795 http://scholarbank.nus.edu.sg/handle/10635/105446 000239448100005 Scopus
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
collection ScholarBank@NUS
topic Bartlett's test
Likelihood ratio test
Multivariate normal distributions
Precision matrices
Simultaneous confidence regions
Step-down tests
Testing equality of covariance matrices
Unbiased tests
spellingShingle Bartlett's test
Likelihood ratio test
Multivariate normal distributions
Precision matrices
Simultaneous confidence regions
Step-down tests
Testing equality of covariance matrices
Unbiased tests
Chaudhuri, S.
Perlman, M.D.
Two step-down tests for equality of covariance matrices
description 10.1016/j.laa.2006.02.013
author2 STATISTICS & APPLIED PROBABILITY
author_facet STATISTICS & APPLIED PROBABILITY
Chaudhuri, S.
Perlman, M.D.
format Article
author Chaudhuri, S.
Perlman, M.D.
author_sort Chaudhuri, S.
title Two step-down tests for equality of covariance matrices
title_short Two step-down tests for equality of covariance matrices
title_full Two step-down tests for equality of covariance matrices
title_fullStr Two step-down tests for equality of covariance matrices
title_full_unstemmed Two step-down tests for equality of covariance matrices
title_sort two step-down tests for equality of covariance matrices
publishDate 2014
url http://scholarbank.nus.edu.sg/handle/10635/105446
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