Testing the equality of correlation matrices when sample correlation matrices are dependent (Q2370479): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
Property / cites work | |||
Property / cites work: Q3999499 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: An Asymptotic | chi 2 Test for the Equality of Two Correlation Matrices / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3994346 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: The comparison of sample covariance matrices using likelihood ratio tests / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: The asymptotic variance matrices of the sample correlation matrix in elliptical and normal situations and their proportionality / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Testing for the equality of several correlation matrices / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Robustness and efficiency properties of scatter matrices / rank | |||
Normal rank |
Latest revision as of 10:36, 26 June 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Testing the equality of correlation matrices when sample correlation matrices are dependent |
scientific article |
Statements
Testing the equality of correlation matrices when sample correlation matrices are dependent (English)
0 references
26 June 2007
0 references
elliptical distribution
0 references