Testing the equality of several covariance matrices
Author:
Publisher
Informa UK Limited
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Modeling and Simulation,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/00949655.2010.481790
Reference29 articles.
1. Unbiasedness of the Likelihood Ratio Tests for Equality of Several Covariance Matrices and Equality of Several Multivariate Normal Populations
2. Properties of Power Functions of Some Tests Concerning Dispersion Matrices of Multivariate Normal Distributions
3. Properties of sufficiency and statistical tests
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