Testing the equality of correlation matrices (Q4202722)
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scientific article; zbMATH DE number 408507
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing the equality of correlation matrices |
scientific article; zbMATH DE number 408507 |
Statements
Testing the equality of correlation matrices (English)
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19 December 1993
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covariance matrices
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asymptotic chi-square
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linear combination of independent chi-squares
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test of equality of correlation matrices
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new test statistic
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power
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quadratic form
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comparing adjacent groups
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approximations
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