Simultaneous procedures for covariance matrices

DOI10.1080/03610928908829909MaRDI QIDQ3473234zbMATH OpenOpenAlexFDO

Authors

Publication date 1989

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

Full work available at URL https://doi.org/10.1080/03610928908829909

zbMATH Keywords

equality of covariance matricessimultaneous inferencetest for specific covariance matrixtests for independence

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15)

Recommendations

• Simultaneous modelling of the Cholesky decomposition of several covariance matrices
• Covariance Estimation for Matrix-valued Data
• Estimating covariance matrices
• Simultaneous estimation of independent normal mean vectors with unknown covariance matrices
• A note on simultaneous estimation of eigenvalues of a multivariate normal covariance matrix
• Estimating the covariance of random matrices
• Covariance Matrices for Parameter Estimates of Constrained Parameter Estimation Problems

Cites work

• Extended critical values of extreme studentized deviate test statistics for detecting multiple outliers
• scientific article; zbMATH DE number 3305572 (Why is no real title available?)
• Simultaneous procedures for variable selection in multiple discriminant analysis
• Simultaneous Test Procedures--Some Theory of Multiple Comparisons

Cited in

(5)

• Multivariate control charts for process dispersion
• Application of multiple comparison type procedures to the eigenvalues of §^-1₁:§₂:
• scientific article; zbMATH DE number 749850 (Why is no real title available?)
• Fitting covariance matrix models to simulations
• Simultaneous equations with covariance restrictions

This page was built for publication: Simultaneous procedures for covariance matrices

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3473234)