An asymptotic test for redundancy of variables in the comparison of two covariance matrices
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Publication:1070712
DOI10.1016/0167-7152(86)90074-XzbMath0585.62096MaRDI QIDQ1070712
Publication date: 1986
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
spectral; decomposition; eigenvectors; elliptical distributions; characteristic roots; robust estimators; covariance matrices; asymptotic chi squared test statistic; asymptotic test for redundancy; p-variate normal populations
62H15: Hypothesis testing in multivariate analysis
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