Two step-down tests for equality of covariance matrices

• 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
• Institution: National University of Singapore

10.1016/j.laa.2006.02.013