Performance evaluation of likelihood-ratio tests for assessing similarity of the covariance matrices of two multivariate normal populations
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Publication:2807776
DOI10.1080/03610926.2013.863933zbMATH Open1341.62147OpenAlexW2340769573MaRDI QIDQ2807776FDOQ2807776
Authors: Dariush Najarzadeh, Mojtaba Khazaei, M. Ganjali 
Publication date: 25 May 2016
Published in: Communications in Statistics. Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2013.863933
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Cites Work
- Model-Based Clustering, Discriminant Analysis, and Density Estimation
- How Many Clusters? Which Clustering Method? Answers Via Model-Based Cluster Analysis
- Model-Based Gaussian and Non-Gaussian Clustering
- An Algorithm for Simultaneous Orthogonal Transformation of Several Positive Definite Symmetric Matrices to Nearly Diagonal Form
- Measures of multivariate skewness and kurtosis with applications
- Assessing the pattern of covariance matrices via an augmentation multiple testing procedure
- Optimal rank-based testing for principal components
- Unbiasedness of the likelihood ratio tests for equality of several covariance matrices and equality of several multivariate normal populations
- Title not available (Why is that?)
- Testing for common principal components under heterokurticity
- A test of the hypothesis of partial common principal components
Cited In (6)
- Title not available (Why is that?)
- Investigations on the Similarity of the Structure of Two Covariance Matrices for Some Blood Pressure Data
- Two step-down tests for equality of covariance matrices
- Asymptotic results for decomposing a likelihood-ratio statistic into separate components
- Testing for equality of ordered eigenvectors of two multivariate normal populations
- Testing equality of generalized variances of k multivariate normal populations
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