On the tiku-balakrishnan tests for equality of covariance matrices

DOI10.1080/03610928908829908MaRDI QIDQ3473233zbMATH OpenOpenAlexFDO

Authors Ralph G. O'Brien

Publication date 1989

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610928908829908

zbMATH Keywords

Hotelling's T square statisticmodified maximum-likelihood methodstest for homogeneity of covariance matrices

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15)

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Cites work

• Large Sample Tests for the Equality of Two Covariance Matrices
• Testing the equality of variance-covariance matrices the robust way

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