Testing the equality of variance-covariance matrices the robust way
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Publication:3716081
DOI10.1080/03610928508829093zbMath0588.62089MaRDI QIDQ3716081
Moti L. Tiku, Narayanaswamy Balakrishnan
Publication date: 1985
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610928508829093
outliers; nonparametric tests; modified maximum likelihood estimators; likelihood-ratio tests; equality of variance-covariance matrices
62H10: Multivariate distribution of statistics
62H15: Hypothesis testing in multivariate analysis
62F35: Robustness and adaptive procedures (parametric inference)
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