An asymptotic test for redundancy of variables in the comparison of two covariance matrices (Q1070712): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
(2 intermediate revisions by 2 users not shown) | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Reduced-rank regression for the multivariate linear model / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Asymptotic Distributions of Some Multivariate Tests / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Asymptotic inference for eigenvectors / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Radial estimates and the test for sphericity / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: A class of asymptotic tests for principal component vectors / rank | |||
Normal rank | |||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/0167-7152(86)90074-x / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W1997550637 / rank | |||
Normal rank |
Latest revision as of 09:41, 30 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | An asymptotic test for redundancy of variables in the comparison of two covariance matrices |
scientific article |
Statements
An asymptotic test for redundancy of variables in the comparison of two covariance matrices (English)
0 references
1986
0 references
asymptotic test for redundancy
0 references
eigenvectors
0 references
spectral
0 references
decomposition
0 references
covariance matrices
0 references
p-variate normal populations
0 references
characteristic roots
0 references
asymptotic chi squared test statistic
0 references
elliptical distributions
0 references
robust estimators
0 references