Testing the equality of several covariance matrices

DOI10.1080/00949655.2010.481790zbMath1431.62239MaRDI QIDQ4914970

Thu Pham Gia, Noyan Turkkan

Publication date: 16 April 2013

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2010.481790

zbMATH Keywords

percentiles; simulation; determinant; latent roots; beta distribution; Meijer function; covariance matrix likelihood ratio

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62H15: Hypothesis testing in multivariate analysis

Related Items

Distribution of the product of determinants of noncentral bimatrix beta variates, Distributions of powers of the central beta matrix variates and applications

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