Testing for the Equality of the Variance-Covariance Matrices of Two Jointly Normal Vector Variables

DOI10.1002/bimj.4710270514zbMath0584.62082OpenAlexW1986417280MaRDI QIDQ3707139

Anant M. Kshirsagar, Patricia L. Smith

Publication date: 1985

Published in: Biometrical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/bimj.4710270514

zbMATH Keywords

approximate solutionsmultivariate normalunknown meanlikelihood ratio methodrestricted parameter caseunknown variance-covariance matrices

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Probabilistic methods, stochastic differential equations (65C99)

Related Items (1)

A likelihood ratio test and its modifications for the homogeneity of the covariance matrices of dependent multivariate normals

Uses Software

• IMSL Numerical Libraries

Cites Work

• CERTAIN GENERALIZATIONS IN THE ANALYSIS OF VARIANCE
• Linear Statistical Inference and its Applications
• A NOTE ON NORMAL CORRELATION

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