Bootstrap Critical Values for Testing Homogeneity of Covariance Matrices

DOI10.2307/2290273MaRDI QIDQ4031149zbMATH OpenOpenAlexFDO

Authors Ji Zhang, Dennis D. Boos

Publication date 1 April 1993

Full work available at URL http://www.lib.ncsu.edu/resolver/1840.4/3450

zbMATH Keywords

Bartlett's modified likelihood ratio statisticbootstrap critical valuespooled bootstrap procedurequadratic form test statisticsresamplingtest validitytesting equality of covariance matrices

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

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• Compact matrix expressions for generalized Wald tests of equality of moment vectors
• Checking the adequacy of the multivariate semiparametric location shift model
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• Testing hypotheses about covariance matrices in general MANOVA designs
• The simultaneous test of equality and circularity of several covariance matrices
• Near-exact distributions for the likelihood ratio test statistic to test equality of several variance-covariance matrices in elliptically contoured distributions
• The effects of nonnormality on asymptotic distributions of some likelihood ratio criteria for testing covariance structures under normal assumption
• Testing for common principal components under heterokurticity
• Bootstrap Methods for Testing Homogeneity of Variances
• Testing hypotheses about covariance matrices using bootstrap methods
• scientific article; zbMATH DE number 1833045 (Why is no real title available?)
• Robust tests of the equality of two high-dimensional covariance matrices
• A new method for multi-sample high-dimensional covariance matrices test based on permutation
• Visualizing Tests for Equality of Covariance Matrices
• Some tests for the equality of covariance matrices
• Some multiple comparison procedures for variances from non-normal populations.
• A robust and fast two-sample test of equal correlations with an application to differential co-expression
• Optimal rank-based tests for homogeneity of scatter

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