Testing homogeneity of covariance matrices of completely symmetric Gaussian models

zbMath0718.62105MaRDI QIDQ2639504

Daya K. Nagar, Vipin Tayal, Arjun K. Gupta

Publication date: 1988

Published in: Metron (Search for Journal in Brave)

zbMATH Keywords

likelihood ratio test criteriontesting equality of covariance matricescompletely symmetric Gaussian modelsexact and asymptotic distributions of the test statistic

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Exact distribution theory in statistics (62E15)

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