Algorithm AS 250: Tests of the Equality of Dispersion Matrices

DOI10.2307/2347753MaRDI QIDQ3201364zbMATH OpenOpenAlexFDO

Authors Ali M. Parhizgari, Arun Prakash

Publication date 1989

Published in Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2347753

zbMATH Keywords

AS 250dispersion matricesFortran 77multivariate distributionnonparametric testsparametric tests

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Nonparametric hypothesis testing (62G10) Hypothesis testing in multivariate analysis (62H15)

Recommendations

• Testing the equality of matrix distributions
• Testing the dispersive equivalence of two populations
• A Class of Tests for the Dispersive-Equivalence of two Probability Distributions
• Testing the equality of correlation matrices
• Some tests for the equality of covariance matrices

Cited in

(1)

• Testing Equality of Multiple Power Spectral Density Matrices

This page was built for publication: Algorithm AS 250: Tests of the Equality of Dispersion Matrices

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3201364)