An asymptotic test for redundancy of variables in the comparison of two covariance matrices (Q1070712)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An asymptotic test for redundancy of variables in the comparison of two covariance matrices |
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An asymptotic test for redundancy of variables in the comparison of two covariance matrices (English)
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1986
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asymptotic test for redundancy
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eigenvectors
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spectral
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decomposition
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covariance matrices
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p-variate normal populations
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characteristic roots
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asymptotic chi squared test statistic
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elliptical distributions
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robust estimators
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