The simultaneous test of equality and circularity of several covariance matrices

DOI10.1080/15598608.2018.1482806zbMATH Open1426.62171OpenAlexW2807194737WikidataQ129711863 ScholiaQ129711863MaRDI QIDQ2321844FDOQ2321844

Carlos A. Coelho, Filipe J. Marques

Publication date: 23 August 2019

Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15598608.2018.1482806

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zbMATH Keywords

hypothesis testingmixturesgeneralized integer gamma distributiongeneralized near-integer gamma distributionnear-exact approximations

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Hypothesis testing in multivariate analysis (62H15)

Cites Work

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Cited In (1)

• On properties of Toeplitz-type covariance matrices in models with nested random effects

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