Optimal tests for homogeneity of covariance, scale, and shape (Q1000571): Difference between revisions

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+A Monotonicity Property of the Power Functions of Some Tests of the Equality of Two Covariance Matrices
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+Properties of sufficiency and statistical tests
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+Monotonicity of the power functions of modified likelihood ratio criterion for the homogeneity of variances and of the sphericity test
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+Properties of Power Functions of Some Tests Concerning Dispersion Matrices of Multivariate Normal Distributions
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+Properties of tests concerning covariance matrices of normal distributions
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+On Tyler's \(M\)-functional of scatter in high dimension
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+On the Breakdown Properties of Some Multivariate M-Functionals*
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+A Bootstrap Comparison of Genetic Covariance Matrices
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+Distribution of likelihood ratio statistic for testing equality of covariance matrices of multivariate Gaussian models
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+On some tests of the covariance matrix under general conditions
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+Semiparametrically efficient rank-based inference for shape. II: Optimal \(R\)-estimation of shape
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+Rank-based optimal tests of the adequacy of an elliptic VARMA model
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+Semiparametrically efficient rank-based inference for shape. I: optimal rank-based tests for sphericity
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+Optimal rank-based tests for homogeneity of scatter
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+A practical affine equivariant multivariate median
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+Asymptotic expansions of the non-null distributions of likelihood ratio criteria for covariance matrices
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+Asymptotic methods in statistical decision theory
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+On some test criteria for covariance matrix
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+A canonical definition of shape
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+Unbiasedness of the likelihood ratio tests for equality of several covariance matrices and equality of several multivariate normal populations
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+TESTS OF HYPOTHESES CONCERNING LOCATION AND SCALE PARAMETERS
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+A Simpler, Affine-Invariant, Multivariate, Distribution-Free Sign Test
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+Principal Components Analysis Based on Multivariate MM Estimators With Fast and Robust Bootstrap
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+Some tests for the equality of covariance matrices
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+Analysis of Covariance Structures Under Elliptical Distributions
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+On monotonicity of the modified likelihood ratio test for the equality of two covariances
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+Asymptotic Expansions of the Distributions of the Likelihood Ratio Criteria for Covariance Matrix
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+Asymptotic non-null distributions of the likelihood ratio criteria for covariance matrix under local alternatives
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+Unbiasedness of Some Test Criteria for the Equality of One or Two Covariance Matrices
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+Influence functions and efficiencies of the canonical correlation and vector estimates based on scatter and shape matrices
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+On the uniqueness of \(S\)-functionals and \(M\)-functionals under nonelliptical distributions.
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+Robustness and efficiency properties of scatter matrices
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+A distribution-free M-estimator of multivariate scatter
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+CERTAIN GENERALIZATIONS IN THE ANALYSIS OF VARIANCE
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+The effects of nonnormality on asymptotic distributions of some likelihood ratio criteria for testing covariance structures under normal assumption
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+Bootstrap Critical Values for Testing Homogeneity of Covariance Matrices
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