Pages that link to "Item:Q4031149"

The following pages link to Bootstrap Critical Values for Testing Homogeneity of Covariance Matrices (Q4031149):

Displaying 18 items.

• Optimal rank-based tests for homogeneity of scatter (Q930654) (← links)
• Optimal tests for homogeneity of covariance, scale, and shape (Q1000571) (← links)
• Testing equality of covariance matrices when data are incomplete (Q1020078) (← links)
• Tests of covariance matrix by using projection pursuit and bootstrap method (Q1272730) (← links)
• Compact matrix expressions for generalized Wald tests of equality of moment vectors (Q1375110) (← links)
• Checking the adequacy of the multivariate semiparametric location shift model (Q1776869) (← links)
• Bootstrapping the general linear hypothesis test (Q1896188) (← links)
• Testing hypotheses about covariance matrices in general MANOVA designs (Q2123260) (← links)
• The simultaneous test of equality and circularity of several covariance matrices (Q2321844) (← links)
• Near-exact distributions for the likelihood ratio test statistic to test equality of several variance-covariance matrices in elliptically contoured distributions (Q2512752) (← links)
• The effects of nonnormality on asymptotic distributions of some likelihood ratio criteria for testing covariance structures under normal assumption (Q2581822) (← links)
• Testing for Common Principal Components under Heterokurticity (Q3068110) (← links)
• Testing hypotheses about covariance matrices using bootstrap methods (Q4275798) (← links)
• Robust tests of the equality of two high-dimensional covariance matrices (Q5081046) (← links)
• A new method for multi-sample high-dimensional covariance matrices test based on permutation (Q5092684) (← links)
• Visualizing Tests for Equality of Covariance Matrices (Q5869269) (← links)
• Some tests for the equality of covariance matrices (Q5932164) (← links)
• Some multiple comparison procedures for variances from non-normal populations. (Q5940723) (← links)