On the tiku-balakrishnan tests for equality of covariance matrices

DOI10.1080/03610928908829908zbMATH Open0696.62236OpenAlexW2058782969MaRDI QIDQ3473233FDOQ3473233

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

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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)

Cites Work

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

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