Conditions for invariance of the multivariate versions of Grubb's test and Bartlett's test under a general dependency structure

DOI10.1007/BF02613601zbMath0744.62087MaRDI QIDQ1174582

Dean M. Young, Robert J. Pavur

Publication date: 25 June 1992

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/176334

zbMATH Keywords

sample covariance matrix; Wishart random matrix; null distributions; Bartlett's test; general dependency structure; Grubb's test; maximum squared-radii test; positive definite covariance structure; test for equal population covariance matrices

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62H15: Hypothesis testing in multivariate analysis

Related Items

Independence distribution preserving joint covariance structures for the multivariate two-group case, Independence-distribution-preserving dependency structures for the modified likelihood ratio test for detecting unequal covariance matrices, A characterization of nonnegative-definite independence distribution-preserving covariance structures for the maximum squared-radii statistic, A characterization of the independence - distribution - preserving covariance structure for the multivariate maximum squared - radii statistic

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