An asymptotic test for redundancy of variables in the comparison of two covariance matrices-Reference-Cited by-同舟云学术

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An asymptotic test for redundancy of variables in the comparison of two covariance matrices

Published:1986-04 Issue:3 Volume:4 Page:123-126
ISSN:0167-7152
Container-title:Statistics & Probability Letters
language:en
Short-container-title:Statistics & Probability Letters

Author:

Flury Bernhard N

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference6 articles.

1. Analysis of linear combinations with extreme ratios of variances;Flury;Journal of the American Statistical Association,1985

2. Reduced-rank regression for the multivariate linear model;Izenman;Journal of Multivariate Analysis,1975

3. Aspects of Multivariate Statistical Theory;Muirhead,1982

4. Asymptotic inference for eigenvectors;Tyler;Annals of Statistics,1981

5. Radial estimates and the test for sphericity;Tyler;Biometrika,1982

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Bibliography;Wiley Series in Probability and Statistics;2011-08-22

2. Multivariate Statistics;Wiley Series in Probability and Statistics;2010-01-06

3. TESTS FOR REDUNDANCY OF SOME VARIABLES IN MULTIVARIATE ANALYSIS;Statistical Data Analysis and Inference;1989

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