Optimal tests for homogeneity of covariance, scale, and shape

DOI10.1016/j.jmva.2008.05.010zbMath1294.62216OpenAlexW2039586311MaRDI QIDQ1000571

Davy Paindaveine, Marc Hallin

Publication date: 9 February 2009

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://dipot.ulb.ac.be/dspace/bitstream/2013/7534/1/dpa-0024.pdf

zbMATH Keywords

local asymptotic normalitymultivariate analysis of varianceelliptical densitieshomogeneity of covarianceslocally asymptotically most stringent tests

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Inference from stochastic processes and spectral analysis (62M15)

Related Items

Testing hypotheses about covariance matrices in general MANOVA designs, Robust asymptotic tests for the equality of multivariate coefficients of variation, Testing equality of standardized generalized variances of \(k\) multivariate normal populations with arbitrary dimensions, Preliminary Multiple-Test Estimation, With Applications to k-Sample Covariance Estimation, Optimal tests for elliptical symmetry: specified and unspecified location, A canonical definition of shape, Testing for Common Principal Components under Heterokurticity, Asymptotic distributions of robust shape matrices and scales, Closed Likelihood Ratio Testing Procedures to Assess Similarity of Covariance Matrices

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