Testing the equality of correlation matrices when sample correlation matrices are dependent
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Publication:2370479
DOI10.1016/j.jspi.2006.05.005zbMath1118.62064MaRDI QIDQ2370479
Publication date: 26 June 2007
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2006.05.005
62G10: Nonparametric hypothesis testing
62H15: Hypothesis testing in multivariate analysis
62H20: Measures of association (correlation, canonical correlation, etc.)
Cites Work
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- The asymptotic variance matrices of the sample correlation matrix in elliptical and normal situations and their proportionality
- Testing for the equality of several correlation matrices
- Robustness and efficiency properties of scatter matrices
- The comparison of sample covariance matrices using likelihood ratio tests
- An Asymptotic | chi 2 Test for the Equality of Two Correlation Matrices