Some tests for the equality of covariance matrices (Q5932164)
From MaRDI portal
scientific article; zbMATH DE number 1595320
Language | Label | Description | Also known as |
---|---|---|---|
English | Some tests for the equality of covariance matrices |
scientific article; zbMATH DE number 1595320 |
Statements
Some tests for the equality of covariance matrices (English)
0 references
4 October 2001
0 references
simulations
0 references
multivariate normal populations
0 references
Wald statistic
0 references
kurtosis
0 references
elliptical distributions
0 references