Two step-down tests for equality of covariance matrices

DOI10.1016/J.LAA.2006.02.013MaRDI QIDQ2497943zbMATH OpenOpenAlexFDO

Authors Michael D. Perlman, Sanjay Chaudhuri

Publication date 4 August 2006

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.laa.2006.02.013

zbMATH Keywords

Bartlett's testlikelihood ratio testmultivariate normal distributionsprecision matricessimultaneous confidence regionsstep-down teststesting equality of covariance matricesunbiased tests

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15)

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Cites work

• A note on homogeneity tests of covariance matrices
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• Multivariate Theory for General Stepwise Methods
• On a fisherian detour of the step-down procedure for manova
• Simultaneous Tests for the Equality of Covariance Matrices Against Certain Alternatives
• Step-Down Procedure in Multivariate Analysis
• The comparison of sample covariance matrices using likelihood ratio tests
• The Estimation of a Multivariate Fitness Function from Several Samples Taken from a Population
• Two step-down tests for equality of covariance matrices
• Unbiasedness of the likelihood ratio tests for equality of several covariance matrices and equality of several multivariate normal populations

Cited in

(6)

• Two step-down tests for equality of covariance matrices
• Performance evaluation of likelihood-ratio tests for assessing similarity of the covariance matrices of two multivariate normal populations
• The comparison of sample covariance matrices using likelihood ratio tests
• scientific article; zbMATH DE number 1917635 (Why is no real title available?)
• Investigations on the Similarity of the Structure of Two Covariance Matrices for Some Blood Pressure Data
• Asymptotic results for decomposing a likelihood-ratio statistic into separate components

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