Two step-down tests for equality of covariance matrices

Author:

Chaudhuri Sanjay,Perlman Michael D.

Publisher

Elsevier BV

Subject

Discrete Mathematics and Combinatorics,Geometry and Topology,Numerical Analysis,Algebra and Number Theory

Reference15 articles.

1. An Introduction to Multivariate Statistical Analysis;Anderson,1984

2. S. Chaudhuri, M.D. Perlman, Some new step-down tests for equality of covariance matrices. Tech. Report No. 478, Dept. of Statistics, University of Washington, Seattle, 2005. Available from: .

3. Multivariate theory for general stepwise methods;Dempster;Ann. Math. Statist.,1963

4. Multivariate Statistics;Eaton,1983

5. Equality of more than two variances and of more than two dispersion matrices against certain alternatives;Gnanadesikan;Ann. Math. Statist.,1959

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